Strong research focus on machine learning (Generative & RL) and path signatures, with a specialization in applications to mathematical finance.
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Reinforcement_Learning_in_quant_assets_trading
Reinforcement_Learning_in_quant_assets_trading PublicL’objectif de ce projet est de présenter les aspects théoriques des algorithmes de Q-learning , State-Action-Reward-State (SARSA) et recurrent reinforcement learning puis d’explorer une application…
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Research-on-signature-based-trading-strategy
Research-on-signature-based-trading-strategy Publicstudy and implementation of research paper dealing with application of signature concept in quantitative trading.
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