What Are The Latest Works On Reinforcement Learning In The Financial Field?
- July 25, 2018
- Source: https://www.forbes.com/sites/quora/2018/07/25/what-are-the-latest-works-on-reinforcement-learning-in-the-financial-field/#5ee862af44df
Answer by Igor Halperin, Research Professor of Financial Machine Learning at NYU [Tandon School of Engineering], on Quora: “People are actively experimenting with reinforcement learning for portfolio optimization, market making and optimal trade execution. Some even report success in implementation in production. The first paper that suggested to use RL for optimal execution was written by Michael Kearns and co-workers in 2005.”