How using reinforcement learning has changed portfolio hedging methodologies and strategies

How using reinforcement learning has changed portfolio hedging methodologies and strategies

20 Nov 2024
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Description

Jacky Chen, Managing Director, Total Portfolio Management at OPTrust joined us in the QuantMinds Studio following his presentation on "Reinforcement learning application for deep hedging". He explores the opportunities and challenges when applying the technique, the impact it is having on pricing and risk management and why the younger generation of quants are starting to tip the balance towards machine learning over traditional statistical techniques.

Find out more and join us at QuantMinds International: https://informaconnect.com/quantminds-international/

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