Politecnico di Milano Fintech conference, 10-11 June 2021 (website).

Three works that I collabored on where accepted at this conference. You can find the presentation slides below!

Monte Carlo Tree Search for Trading and Hedging
Download the slides [PDF]

Dealer Markets: A Reinforcement Mean Field Approach
Download the slides [PDF].

Option Hedging with Risk Averse Reinforcement Learning
Download the slides [PDF].