Using Reinforcement Learning to Hedge Derivatives

Explore a seminar talk on the application of reinforcement learning techniques in hedging derivatives. Delve into the insights shared by speakers John Hull and Zissis Poulos from the University of Toronto as they present their research findings. Gain valuable knowledge about the intersection of machine learning and quantitative finance, and understand how reinforcement learning can be leveraged to optimize hedging strategies for derivative instruments. This 49-minute presentation, part of the 2023-2024 Quantitative Finance Seminar series at the Fields Institute, offers a deep dive into cutting-edge approaches in financial risk management.