Igor Halperin – 08/12/22

Introduction

Inverse Reinforcement Learning and Inverse Reward Learning

The IRL Part of the Out-Through-to-Four Model

How to Improve the Performance of Portfolio Managers?

IRL Algorithm

The Black Box Effect Is Completely Absent in Reinforcement Learning

Identifying Your Risk Aversion

Quant Finance - What Are the Applications of Reinforcement Learning?

Fund Replication

Option Pricing Models - What Do You See as Fundamentally Wrong?

Using Reinforcement Learning to Model Stock Market Dynamics

Is the Black Shows Set Up Really Different?

How Do You Conciliate the Tools From Physics and the Data Driven Non-Linear Approaches?

Machine Learning and Tensor Trainers

Multi-Agent Reinforcement Learning