AI
Option pricing
- Binomial trees
- Trinomial tree
- Finite differences
Implied volatility model
Monte Carlo Simulation
Implementing backtesting
- Financial API
Supervised Learning
- Regression on simulation
Unsupervised Learning
- K-mean clustering
Reinforcement Learning
Dynamic Hedging
- Backtest validation
Big data & Hadoop in trading
- HDFS
- YARN
- MapReduce
- MongoDB
