Quantcast – a Risk.net Cutting Edge podcast cover image

Igor Halperin – 08/12/22

Quantcast – a Risk.net Cutting Edge podcast

CHAPTER

Fund Replication

fund replication is an old topic right so many people uh looked into this and there are in mind is taking some commercial solutions that do some equal this sort. We try to kind of uh find the you know first the common common topic expressed in terms of this in third reward function which is the rl part but what's more important is the second step which i mentioned before our algorithm allows us to improve over what we saw not just mimic but improve.

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