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Course Description

Machine learning and artificial intelligence are revolutionizing many fields, including quantitative finance and financial decision making. These technologies offer the possibility of developing advanced approaches to model market behavior and predict optimal trade decisions using various investment tools.

In this course, you will discover how to use the Julia programming language for quantitative financial decision making. You will be introduced to tools like Markov models, Markov decision processes, reinforcement learning, and Q-learning. To apply this knowledge, you will get firsthand experience with the process of building a trading bot. By the end of the course, you will be able to model and analyze investment decision making and develop automated trading systems using these tools.

You are required to have completed the following courses or have equivalent experience before taking this course:

  • Quantitative Modeling of Fixed Income Debt Securities
  • Equity Asset Pricing Using Stochastic Models
  • Analysis of Equity Derivatives at Expiration
  • Analysis of Equity Derivatives Before Expiration
  • Optimizing Portfolio Allocation

Faculty Author

Jeffrey D. Varner

Benefits to the Learner

  • Build an agent-based simulation of investor sentiment using hidden Markov models
  • Build a binary Bernoulli bandit risk-aware ticker picker
  • Build a trading bot

Target Audience

  • Quantitative analysts
  • Finance professionals looking to upskill in data modeling
  • Engineers looking to transition into finance
  • Research scientists
  • Computer scientists
  • Personal investors

Applies Towards the Following Certificates

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Enroll Now - Select a section to enroll in
Type
2 week
Dates
May 07, 2025 to May 20, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Jul 02, 2025 to Jul 15, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Aug 27, 2025 to Sep 09, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Oct 22, 2025 to Nov 04, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Dec 17, 2025 to Dec 30, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
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