Reinforcement Learning
Course ID: 26:198:684 - 22:544:637
Instructor
Class Notes and Assignments
Class Notes
- Study Chapters 1 and 2 of the Lattimore and Czepesvari text Recommended
- Review Robbins (1952)
Class Notes: Markov Chains and Homework Homework
- Review On Markov Chains Simulation
- SIMULATED Data Generation Jim Simons
- Jim Simons
- A simple script
- A simple Language model
- A talk by Jim Simons
Class Notes and Updated Homework Homework
Please turn in only by this
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Mid Term Exam Exam
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Class Notes 1: Gambler's Ruin
- Class Notes 2: Review Theory and Python links we covered in class and do the homework Homework
Due Date: April 5, turn in by this
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Online Resources
- Foundations of Reinforcement Learning with Applications in Finance by Rao Ashwin, Jelvis Tikhon
- You may need to sign up at sciarium.com to download the text.