This year, with colleagues from Intesa Sanpaolo, we submitted a paper which was accepted to the fourth edition of the International Conference on AI in Finance (ICAIF), 27 November - 29 December 2023 (website). The paper is: CVA Hedging with Reinforcement Learning. It was awarded the Runner-up Best Industrial Paper Award!

I had the opportunity of presenting this great work. The slides are available here: download slides.