I am a Professor of Mathematical Finance at U. Toronto & my research interests span Reinforcement Learning, Stochastic Games, and Algorithmic Trading
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University of Toronto
- Toronto
- https://sebastian.statistics.utoronto.ca/
Highlights
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Popular repositories Loading
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robust-risk-aware-rl
robust-risk-aware-rl PublicSome implementations from the paper robust risk aware reinforcement learning
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Portfolio-Wasserstein-Ball
Portfolio-Wasserstein-Ball PublicAllows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elasticity of variance model
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