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Shiwei Zhang - Auxiliary-field methods for quantum materials - IPAM at UCLA
Presenter
- Shiwei Zhang
May 23, 2022
IPAM
Jonathan Weare - A fast Jacobi iteration with repeated random sparsification
Presenter
- Jonathan Weare
May 23, 2022
IPAM
Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach
Presenter
- Mathieu Rosenbaum
May 23, 2022
IMSI
Policy gradients algorithms for mean-field control in continuous time
Presenter
- Huyên Pham
May 23, 2022
IMSI
From stochastic control to continuous-time reinforcement learning
Presenter
- Yufei Zhang
May 23, 2022
IMSI
Convergence of Empirical Measures, Mean-Field Games and Deep Learning Algorithms
Presenter
- Ruimeng Hu
May 23, 2022
IMSI
Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion
Presenter
- Rama Cont
May 23, 2022
IMSI