QuPodcast
QuPodcast
Sri Krishnamurthy
Dr. Igor Halperin: Machine Learning in Finance - Reinforcement Learning and Inverse Reinforcement Learning: Simple Examples and Applications in Finance
31 minutes Posted Dec 17, 2020 at 7:00 pm.
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A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times!

Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc.

Topic: Reinforcement Learning and Inverse Reinforcement Learning: simple examples and applications in Finance

This talk will introduce Reinforcement Learning (RL) and its Inverse (IRL) and illustrate how they work on very simple simulated experiments. I will then give a short overview of applications of RL and IRL for quantitative finance.