Machine learning is disrupting decision making in every area of finance. The most interesting applications of machine learning in finance is in the buy-side, including time series forecasting, market segmentation, and asset portfolio management.
The father of Q learning is Chris Watkins who came up with this machine learning method while playing with children. Q learning algorithm is to start with some input data, with a reward function, you can output an action to maximize the reward.
In this session, speaker Jiajia will present a case study applying “Q Learning” method in portfolio management optimization.
Jiajia Cui, Moody's Analytics
Jiajia Cui is an Associate Director in Moody’s Analytics Research and Product team. She is leading quantitative research on various Wealth and Pension products. She is also leading reinforcement learning project in portfolio allocation. Prior to this position, she had been teaching in Liverpool University in Finance and Mathematics at undergraduate and postgraduate level. She had been leading professional trainings for UK government officials (HSE). She graduated from the University of Edinburgh with a Ph.D. in applied Mathematics.
Contact Niki Park for more information.
020 7632 2152
This webinar will be 60 minutes incliuding time for Q&A. If you are unable to watch this webinar live, the session will be recorded and made available to watch on the VLE.
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