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Big Data and Machine Learning in Finance Conference

Politecnico di Milano June 10, 2021 – June 11, 2021 Session 1 09:00 Stefano Polo, Roberto Daluiso, Emanuele Nastasi and Andrea Pallavicini Reinforcement Learning for Options on Target Volatility Funds   09:25 Edoardo Vittori, Michele Trapletti and Marcello Restelli Option Hedging with Risk Averse Reinforcement Learning   09:50 Carlo Sala, Tristan Cazenave and Timothee Sohm-Queron …

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