Monte Carlo Tree Search for Trading and Hedging
Presentation
@ ICAIF 2021
Two of my papers were accepted to the second edition of the International Conference on AI in Finance (ICAIF), 4-5 November 2021 (website):
- Monte Carlo Tree Search for Trading and Hedging
- Learning FX Trading Strategies with FQI and Persistent Actions
I presented the work on Monte Carlo Tree Search, which explores tree search algorithms for decision making in financial markets.