Deep Reinforcement Learning for Asset Allocation in US Equities
05/19/22 • 26 min
QuantSpeak host, Dan Tudball, is joined by Sonam Srivastava, Founder of Wright Research, to discuss the application of reinforcement learning within asset allocation, the results of her recent research, and her career journey as a quant.
QuantSpeak host, Dan Tudball, is joined by Sonam Srivastava, Founder of Wright Research, to discuss the application of reinforcement learning within asset allocation, the results of her recent research, and her career journey as a quant.
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Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies
QuantSpeak host, Dan Tudball, is joined by Samit Ahlawat, Senior Vice President in Quantitative Research, Capital Modeling at J.P. Morgan Chase, to discuss what researchers should prioritize when using artificial intelligence and machine learning in building automated trading strategies, his career path in quantitative finance and machine learning, and where his research will take him next.
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Tails, Black Swans and Optimal Portfolios
QuantSpeak host, Dan Tudball, is joined by Jan Rosenzweig, Portfolio Manager at Pine Tree, to discuss why optimal portfolios are not diversified, his first encounter with Modern Portfolio Theory, and his career journey as a quant finance professional.
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