AQFC2015

Calibrating Equilibrium Mean-Variance Strategy with Reinforcement Learning

Seminar

Department of Systems Engineering and Engineering Management

The Chinese University of Hong Kong

-------------------------------------------------------------------------------------------------

Title: Calibrating Equilibrium Mean-Variance Strategy with Reinforcement Learning

Speaker: Prof. Min Dai,

               Department of Statistics,

               National University of Singapore

Venue: Room 513,

            William M.W. Mong Engineering Building,

            CUHK

Date: 
Thursday, November 7, 2019 - 16:30 to 17:30