Hours and Location
Noon to 1pm on every other Tuesday
Location: DC3317 or Borealis AI (420 Wes Graham Way, Suite 301)
Presentations
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)