Videos

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Market making algorithms: the next success of Reinforcement Learning? Thumbnail

Market making algorithms: the next success of Reinforcement Learning?

Presenter
  • Olivier Gueant
May 24, 2022
IMSI
Policy Gradient is Essentially Policy Evaluation Thumbnail

Policy Gradient is Essentially Policy Evaluation

Presenter
  • Xunyu Zhou
May 23, 2022
IMSI
Optimal Stopping via Randomized Neural Networks Thumbnail

Optimal Stopping via Randomized Neural Networks

Presenter
  • Josef Teichmann
May 23, 2022
IMSI
Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach Thumbnail

Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach

Presenter
  • Mathieu Rosenbaum
May 23, 2022
IMSI
Policy gradients algorithms for mean-field control in continuous time Thumbnail

Policy gradients algorithms for mean-field control in continuous time

Presenter
  • Huyên Pham
May 23, 2022
IMSI
From stochastic control to continuous-time reinforcement learning Thumbnail

From stochastic control to continuous-time reinforcement learning

Presenter
  • Yufei Zhang
May 23, 2022
IMSI
Convergence of Empirical Measures, Mean-Field Games and Deep Learning Algorithms Thumbnail

Convergence of Empirical Measures, Mean-Field Games and Deep Learning Algorithms

Presenter
  • Ruimeng Hu
May 23, 2022
IMSI
Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion Thumbnail

Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion

Presenter
  • Rama Cont
May 23, 2022
IMSI
Trajectory Inference via Mean-Field Langevin in Path Space Thumbnail

Trajectory Inference via Mean-Field Langevin in Path Space

Presenter
  • Lenaic Chizat
May 19, 2022
IMSI
Classical solutions of Mean Field Games systems via maximal regularity for viscous Hamilton-Jacobi equations Thumbnail

Classical solutions of Mean Field Games systems via maximal regularity for viscous Hamilton-Jacobi equations

Presenter
  • Alessandro Goffi
December 16, 2021
IMSI
Boundary conditions in first-order mean field games. Thumbnail

Boundary conditions in first-order mean field games.

Presenter
  • Diogo Gomes
December 16, 2021
IMSI
Control on Hilbert Spaces and Application to Mean Field Control Thumbnail

Control on Hilbert Spaces and Application to Mean Field Control

Presenter
  • Alain Bensoussan
December 16, 2021
IMSI