THOUGHT LEADERSHIP: APPLICATIONS OF REINFORCEMENT LEARNING IN FINANCE BY IVAN ZHDANKIN
Applications of Reinforcement Learning in Finance:
Reinforcement Learning is one of the areas in Machine Learning that has recently gained popularity from many researchers. While it stands alone from other areas of machine learning such as supervised and unsupervised techniques it provides powerful techniques to study new data-driven approaches in a variety of applications. In this webinar we are going to discuss the Reinforcement Learning approaches and the problem setting for some of the applications in Finance, more specifically:
- Reinforcement Learning set up for market-making
- Reinforcement Learning for option hedging and pricing