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 slides](/downloads/Presentation_2021_ICAIF_MCTS.pdf)

  • Dealer Markets: A Reinforcement Mean Field Approach
    download slides](/downloads/Presentation_2021_PoliMi_Dealers.pdf)

  • Option Hedging with Risk Averse Reinforcement Learning
    download slides](/downloads/Presentation_2021_PoliMi_OH.pdf)