Abu Dhabi Machine Learning Season 2 Episode 3

 22.02.2022 -  Abu Dhabi Machine Learning -  ~1 Minute

When?

  • Tuesday, February 22, 2022 from 6:00 PM to 7:00 PM (Abu Dhabi Time)

Where?

  • At your home, on zoom. We are looking at hosting in-person events (and broadcasting online on zoom). Any companies or institutions interested in hosting us?

Programme:

Talk 1: Deep Reinforcement Learning for Asset Management

Eric Benhamou, Senior Data Scientist @Ai for Alpha, Associate Professor @Dauphine PSL

Summary: In this talk, we present how at Ai for Alpha we apply Deep Reinforcement Learning (DRL) for asset management. We present two applications: first when combined with an auxiliary task of Supervised Learning for regime prediction, to capture non-linearity in portfolio allocation, and, second when applied to decoding strategies to be able to analyse factor dependencies.

Some interesting research documents by Eric on RL for finance to go beyond the talk: