FIN ML Workshop
Workshop in Aussois for junior researchers in ML and finance.
From the 23rd to the 27th of September 2024, I, along with Antonio Ocello , and Gregoire Szymanski , held the workshop Mathematical Insights from Markets, Control, and Learning , at the Centre Paul Langevin in Aussois (France).
This workshop aimed to bring together junior researchers working at the intersection of Machine Learning and Finance, with a focus on fostering interdisciplinary discussions and collaborations. The program featured two short courses, on mean-field games (given by A. Ocello) and reinforcement learning (which I gave), as well as invited talks and shorter-form talks by the 27 participants.
The workshop was fully funded by soliciting funding from established research programs (Futures of Quantitative finance), institutions (Ecole Polytechnique, CMAP, Université Paris-Cité), and private sponsors (BNP Paribas, QRT), and by winning two grants from the SMAI and the FMJH .