Fields- Fields-CFI Bootcamp on Machine Learning for Finance, 2024

  1. Title:
    FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs

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  2. Title:
    Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying

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  3. Title:
    Asymmetric Violations of the Spanning Hypothesis

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  4. Title:
    Risk-Aware Goal-Based Investing: A Quantile and Reinforcement Learning Appproach

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  5. Title:
    Offline reinforcement learning for optimal trading

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  6. Title:
    Reinforcement Learning with Risk Preferences

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  7. Title:
    Deep Stochastic Optimization in Finance

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  8. Title:
    Statistical Learning – a Gaussian Take

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  9. Title:
    Deep Learning for Equilibrium Models

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  10. Title:
    Risk of Transfer Learning and its Applications in Finance

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  11. Title:
    Machine Learning for Control and Game Problems with Applications in Finance

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