Videos

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Some stories about Brownian interacting systems with absorption Thumbnail

Some stories about Brownian interacting systems with absorption

Presenter
  • Wenpin Tang
May 24, 2022
IMSI
Market making algorithms: the next success of Reinforcement Learning? Thumbnail

Market making algorithms: the next success of Reinforcement Learning?

Presenter
  • Olivier Gueant
May 24, 2022
IMSI
Policy Gradient is Essentially Policy Evaluation Thumbnail

Policy Gradient is Essentially Policy Evaluation

Presenter
  • Xunyu Zhou
May 23, 2022
IMSI
Optimal Stopping via Randomized Neural Networks Thumbnail

Optimal Stopping via Randomized Neural Networks

Presenter
  • Josef Teichmann
May 23, 2022
IMSI
Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach Thumbnail

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 Thumbnail

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 Thumbnail

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 Thumbnail

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 Thumbnail

Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion

Presenter
  • Rama Cont
May 23, 2022
IMSI
Protracted Learning and Preemptive Stopping: the Wald Problem with Ambiguity Thumbnail

Protracted Learning and Preemptive Stopping: the Wald Problem with Ambiguity

Presenter
  • Sarah Auster
May 3, 2022
IMSI

Robust and Scalable Learning of Gaussian Mixture Models

Presenter
  • Kisung You
December 17, 2021
ICERM
Machine Learning and Gravitational Wave Detectors Thumbnail

Machine Learning and Gravitational Wave Detectors

Presenter
  • Gabriele Vajente
December 2, 2021
IPAM