AI in Asset Pricing
Classes: 1/14, 1/28, 2/11, 3/4, 3/25, 4/8, 4/22, 5/6(exam)
Syllabus
Lecture Notes
HW1 (Black-Litterman) clarification
LDA example
Self parking via RL
Longstaff-Schwartz
Traveling salesman's problem
Bee seeking honey
Maze
Swing contract
homework status
ants swarm
skynet
fish program, fish setup, fish v1.1 setup,
Ben Eater
Patent data animation
Chen-Yang model
Fama-French data
homework status
