Graph Attention Reinforcement Learning for Stochastic Optimal Control in Asset Pricing

3. Červen 2023

Řečníci

O prezentaci

Are you tired of using traditional methods for asset pricing? Look no further than our cutting-edge research on Graph Attention Reinforcement Learning! By utilizing graph neural networks with attention mechanisms and a deep reinforcement learning framework, we have developed a new approach that outperforms existing methods in terms of accuracy and efficiency. Our GARL approach is evaluated using synthetic simulated data and shows that it is an effective approach, particularly when the problem is redesigned as a multi-class classification problem. Don't miss out on this exciting new development in asset pricing!

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Kategorie

O organizátorovi (Machine Learning Prague)

Machines can learn. Incredibly fast. Faster than you. They are getting smarter and smarter every day. They are already changing your world, your business and your life. Artificial intelligence revolution is here. Come and learn how to turn this threat into your biggest opportunity. This is not another academic conference. Our goal is to foster discussion between machine learning practitioners and all people who are interested in applications of modern trends in artificial intelligence. You can look forward to inspiring people, algorithms, data, applications, workshops and a lot of fun during three days as well as at two great parties.

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