Il giorno giovedì 2 marzo alle ore 16.00 presso la Aula Seminari 4026 del DISMEQ, al IV piano dell'edificio U7, il dott. Marcello Restelli del Politecnico di Milano terrà un seminario su

An overview of Reinforcement Learning techniques and their application to financial problems

Abstract
With its roots in the 1980s, Reinforcement Learning is still a relatively young research field. However, thanks to the recent increasing interest in machine learning from both research and industry, in the last decade reinforcement learning techniques have quickly reached good maturity.
Currently, Reinforcement Learning algorithms are employed in several application domains where the solution to optimal sequential decision problems needs to be learned from data.
This talk will cover the basics of Reinforcement Learning, providing an overview of the main techniques and explaining in which settings they are most appropriate.
Particular attention will be given to the use of reinforcement learning techniques in financial problems, like portfolio optimization, risk management, and stock trading.

Tutti gli interessati sono invitati a partecipare.

Prof. Fabio Bellini
Department of Statistics and Quantitative Methods
University of Milano-Bicocca
Via Bicocca degli Arcimboldi 8, 20126 Milano
0039-2-64483119
http://www.economia.unimib.it/bellini
http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it