Markov Decision Process and Reinforcement Learning Workshop
The Janeway Institute and the Department of Mathematics and the Department of Economics at the National University of Singapore will be co-sponsoring a workshop on "Markov Decision Process and Reinforcement Learning", from 22nd-23rd September 2023.
Peter Bossaerts (University of Cambridge)
Wolfgang Haerdle (Humboldt University Berlin)
Tetsuya Kaji (Chicago Booth)
Karun Adusumili (UPenn)
Sorawoot Srisuma (National University of Singapore and University of Surrey)
Xiaohong Chen (Yale University)
Bo An (Nanyang Technological University, Singapore)
"Reinforcement Learning for Handling Complex Multi-agent Interactions"
Chengchun Shi (LSE, UK)
"Doubly Inhomogeneous Reinforcement Learning"
Masashi Sugiyama (RIKEN/The University of Tokyo)
"Imitation Learning from Imperfect Demonstrations"
Agostino Capponi (Columbia University)
"Market Microstructure in the Big-data Era: Improving High-frequency Price Prediction via Machine Learning"
Patrick Cheridito (ETH)
Julian Sester (NUS)
"Markov Decision Processes under Model Uncertainty"
Yijiong Zhang (NUS (Chongqing) Research Institute)
"Optimal Market Making in a Multi-agent Market under Model Uncertainty: A Reinforcement Learning Approach"
For enquiries, contact Marion Reusch