mycourse:quantitative_risk_management
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Quantitative Risk Management
Instructor
Dr. Kekun Wu
- Email: kkwu#zuel.edu.cn (Pls replace # with @)
- Wechat:
教学计划
教材与参考书
- Murphy K P. Probabilistic machine learning: an introduction[M]. MIT press, 2022.
- Dixon M F, Halperin I, Bilokon P. Machine learning in Finance[M]. Springer International Publishing, 2020.
- Nagel S. Machine learning in asset pricing[M]. Princeton University Press, 2021.
- de Prado M M L. Machine learning for asset managers[M]. Cambridge University Press, 2020.
- Ashwin Rao, Tikhon Jelvis. Foundations of Reinforcement Learning with Applications in Finance[M]. Stanford University, 2022.
主要参考文献
[1]
mycourse/quantitative_risk_management.1653357778.txt.gz · 最后更改: 2023/11/10 12:12 (外部编辑)