Reinforcement Learning, Stochastic Optimal Control
AI in Finance and Services
financial market simulations; scenario analysis and stress testing; statistical distributions of asset prices
Statistical and machine learning methods on quantitative finance
- Machine Learning - Reinforcement Learning - Large deviation methods - Fractal modelling - Probability
Machine learning, cluster analysis, outlier detection
Recommender systems, reinforcement learning, quantitative trading
Deep Learning, Applications of Deep Learning to Financial Problems