introduction to reinforcement learning and fintech case study
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Introduction to RL andLiquid Labs Case Study
Jorge Davila-Chacon
CSMLS Meetup - October 15, 2015 - Hamburg, Germany
Data Scientist Research Associate Liquid Labs University of Hamburg
20 mins
Introduction to RL
10 mins
Overview of Architecture
15 mins
Implementation with iPython Notebook
10 mins
Analysis of Results
5 mins
Wrap Up
2
RL Cycle
Figure 1. From “Introduction to Reinforcement Learning”, Sutton and Barto (1998).
https://webdocs.cs.ualberta.ca/~sutton/book/ebook/the-book.html6
Thank you for coming!
Jorge Davila-Chacon
j.chacon@liquidlabs.de
or LinkedIn
30
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