Foundations of reinforcement learning with applications in finance / Ashwin Rao, Tikhon Jelvis.
| Author/creator | Rao, Ashwin |
| Other author | Jelvis, Tikhon. |
| Format | Electronic |
| Edition | 1 Edition. |
| Publication Info | Boca Raton, FL : Chapman & Hall, CRC Press, [2023] |
| Description | 1 online resource |
| Supplemental Content | Full text available from Taylor & Francis eBooks |
| Supplemental Content | Full text available from eBooks on EBSCOhost |
| Subjects |
| Abstract | "Foundations of Reinforcement Learning with Applications in Finance aims to demystify Reinforcement Learning, and to make it a practically useful tool for those studying and working in applied areas - especially finance. Reinforcement Learning is emerging as a viable and powerful technique for solving a variety of complex problems across industries that involve Sequential Optimal Decisioning under Uncertainty. Its penetration in high-profile problems like self-driving cars, robotics, and strategy games points to a future where Reinforcement Learning algorithms will have decisioning abilities far superior to humans. But when it comes getting educated in this area, there seems to be a reluctance to jump right in, because Reinforcement Learning appears to have acquired a reputation for being mysterious and exotic. Even technical people will often claim that the subject involves "advanced math" and "complicated engineering", erecting a psychological barrier to entry against otherwise interested students. This book seeks to overcome that barrier, and to introduce the foundations of Reinforcement Learning in a way that balances depth of understanding with clear, minimally technical delivery. Features Focus on the foundational theory underpinning Reinforcement Learning Suitable as a primary text for courses in Reinforcement Learning, but also as supplementary reading for applied/financial mathematics, programming, and other related courses Suitable for a professional audience of quantitative analysts or industry specialists Blends theory/mathematics, programming/algorithms and real-world financial nuances while always striving to maintain simplicity and to build intuitive understanding"-- Provided by publisher. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Source of description | Description based on print version record and CIP data provided by publisher. |
| Issued in other form | Print version: Rao, Ashwin. Foundations of reinforcement learning with applications in finance 1 Edition. Boca Raton, FL : Chapman & Hall, CRC Press, [2023] 9781032124124 |
| Genre/form | Electronic books. |
| LCCN | 2022030499 |
| ISBN | 9781003229193 (ebook) |
| ISBN | (hardback) |
| ISBN | (paperback) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |