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YouTube

Risk-Aware Reinforcement Learning for Finance

Society for Industrial and Applied Mathematics via YouTube

Overview

Explore risk-aware reinforcement learning (RL) applications in finance through this one-hour virtual talk presented by the SIAM Activity Group on Financial Mathematics and Engineering. Delve into innovative approaches for posing and solving time-consistent risk-aware RL problems, moving beyond traditional expectation-based objective functionals. Gain insights from speaker Sebastian Jaimungal of the University of Toronto as he discusses new methodologies for incorporating risk considerations into RL frameworks, with a focus on financial modeling applications. Discover the potential of these advanced techniques to enhance decision-making processes in complex financial environments.

Syllabus

Risk-Aware Reinforcement Learning for Finance (SIAM FME)

Taught by

Society for Industrial and Applied Mathematics

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