Institute for Mathematical Sciences

Tutorials on Quantitative Finance

(27 July - 31 August 2019)

Jointly organized with Risk Management Institute, NUS
Venue: IMS Auditorium
Venue: Block S17, #04-06, Seminar Room 1, Department of Mathematics, NUS, 10 Lower Kent Ridge Road Singapore 119076 (27 - 28 Jul 2019)
PDF Abstracts

Saturday, 27 Jul 2019

10:00amVenue: Block S17, #04-06, Seminar Room 1, Department of Mathematics, NUS, 10 Lower Kent Ridge Road Singapore 119076
10:00am - 12:30pm

Tutorial:

Reinforcement learning and portfolio management: overview, open problems and possible solutions



Haoran Wang
Columbia University, USA
03:00pm - 04:30pm

Tutorial:

Reinforcement learning and portfolio management: overview, open problems and possible solutions



Haoran Wang
Columbia University, USA

Sunday, 28 Jul 2019

10:00amVenue: Block S17, #04-06, Seminar Room 1, Department of Mathematics, NUS, 10 Lower Kent Ridge Road Singapore 119076
10:00am - 12:30pm

Tutorial:

Reinforcement learning and portfolio management: overview, open problems and possible solutions



Haoran Wang
Columbia University, USA

Tuesday, 30 Jul 2019

09:45amVenue: IMS Auditorium
09:45am - 10:00amRegistration
10:00am - 12:00pm

Tutorial:

Computational issues of dynamic programming and reinforcement learning

(PDF)



Nan Chen
The Chinese University of Hong Kong, Hong Kong

Thursday, 01 Aug 2019

09:45amVenue: IMS Auditorium
09:45am - 10:00amRegistration
10:00am - 12:00pm

Tutorial:

Computational issues of dynamic programming and reinforcement learning

(PDF)



Nan Chen
The Chinese University of Hong Kong, Hong Kong