Modern Financial Forecasting and Decision Systems

Preface

Forecasting · Optimal Decision · Modelling Dynamics · AI Agent · Synthetic Data

Returns and Distributions · Forecasting and Evaluation Basics · Portfolio Theory · Classical Time-Series Models · Estimation and Simulation

DataFrames with Polars · Financial Data Visualization · Matrices and Tensors with NumPy and PyTorch · Time-Series Preprocessing with sktime · Time-Series Forecasting with sktime

Univariate Forecasting · Multivariate Forecasting · Tree-Based Forecasting · Deep-Learning-Integrated Forecasting · Transformer-Based Forecasting · Probabilistic Forecasting · Hierarchical and Cross-Sectional Forecasting · Foundation Forecasters in Practice

What Is Optimal Decision? · Economic Optimal Decision · Dynamic Programming · Optimal Policy · Deep Q-Network · Risk-Aware Reinforcement Learning · Execution and Market Making · Multi-Asset Portfolio RL Benchmark

What Is State Space? · Finding Latent State · Dynamic Factor Model: Practical Guide · Factors and Autoencoders · Deep Dynamic Factor Model: Practical Tutorial

Why LLM? · Reprogramming Approach · Fine-tuning Approach · Foundation Models · Prompt Engineering for Finance

LangChain and LangGraph · Tool Calling and MCP · Multi-Agent Topologies · Production Deployment · Evaluation and Benchmarks

Why RL Fine-Tuning · The TRL Library · Reward Modelling · SFT to DPO Pipeline · GRPO and Reasoning

Diffusion · GAN-Based Generators · VAE Generators · Bootstrap and Copula Synthesis · Evaluation and Privacy