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Seminars

Seminar
FIELD Math:Applied Mathematics
DATE February 23 (Tue), 2021
TIME 14:00-15:00
PLACE Online
SPEAKER 민찬호
HOST Kim, Doheon
INSTITUTE 아주대학교
TITLE Introduction to Deep Q Learning and its application to finance
ABSTRACT This seminar introduces the Deep Q Learning, one of the most popular methods of reinforcement learning and their application to finance problems. Reinforcement learning is a popular model of the learning problems through trial-and-error interactions in a certain given environment. This seminar will discuss the mathematical formulation of Deep Q learning and how each component plays a crucial role in agent learning. Finally it provides real world application in finance, and shows how reinforcement learning can outperform humans even with limited data.
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