University of Waterloo COVID-19 update

The University of Waterloo is constantly updating its most frequently asked questions.

Questions about buildings and services? Please visit the list of modified services.

Please note: The University of Waterloo is closed for all events until further notice.

Machine Learning and Finance Reading Club

Hours and Location

Noon to 1pm on every other Tuesday

Location: DC3317 or Borealis AI (420 Wes Graham Way, Suite 301)


Please check the reading group website.

Non-Exclusive List of Potential Topics

  • Reinforcement learning for finance (investing, hedging, order execution)
  • Neural networks as interpolants (for fast calibration)
  • Distribution learning with financial data (perhaps using GANs, normalizing flows)
  • Prediction (high and low frequency)

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