Financial Mathematics and Engineering Virtual Talk Series - Session 23

Financial Mathematics and Engineering Virtual Talk Series - Session 23

Society for Industrial and Applied Mathematics via YouTube Direct link

Introduction

1 of 19

1 of 19

Introduction

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Classroom Contents

Financial Mathematics and Engineering Virtual Talk Series - Session 23

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  1. 1 Introduction
  2. 2 Motivation
  3. 3 Policy Gradient Method
  4. 4 Sequential Testing
  5. 5 Anytime Valid Tests
  6. 6 Trading Analogy
  7. 7 identifiability
  8. 8 estimators
  9. 9 testing hypotheses
  10. 10 families of tests
  11. 11 unbounded case
  12. 12 parametrized case
  13. 13 next task
  14. 14 return strategies
  15. 15 chosen test
  16. 16 asymptotic power
  17. 17 anytime valid confidence sequence
  18. 18 simple examples
  19. 19 Questions

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