« Reinforcement learning in finance: portfolio allocation, value functions and policy gradients flows », ACDSDE conference sept 2023

This is a talk presented at ACDSDE conference held Sept 28-30 2023 at the Romanian Academy (Iasi station), Octav Mayer Institute of mathematics.

Talk materials: the slides of the presentation.

IA générative et société, M1 gestion, Université Paris Dauphine – PSL, sept 2023

Conférence « IA générative et société », tenue le 21 sept 2023 devant la promo de M1 2023/24, Université Paris – Dauphine PSL, coordinatrice Aurore HAAS.

DOCUMENT PRINCIPAL : les slides en pdf, suivre le lien.

Autres documents :

  • pour les 2 vidéos voir les liens dans le document pdf sinon directement les 2 liens youtube : vidéo 1, vidéo 2
  • pour le GIF utiliser ce lien.

« Reduced representation of non-linear manifolds », at « The Tenth Congress of the Romanian Mathematicians », Pitesti, June 30th- July 5th, 2023

Invited joint talk « Reduced representations of non linear manifolds: from reduced basis to (conditional) vector quantization of measures » at the Tenth Congress’s of the Romanian Mathematiciens held in Pitesti, Romania, June 30 to July 5th 2023

Talk materials: slides.

Machine learning and finance at « 4th J.P. Morgan Global Machine Learning Conference », Paris, Nov. 29, 2022

Invited joint talk « A few key issues in Finance that Machine Learning is Helping Solve » with Pierre Brugiere presented at the 4th JP Morgan Global Machine Learning conference held in Paris, Nov 29 2022

Talk materials: slides ,link to the associated paper.