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)


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)

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