Multi agent reinforcement learning with multiple time scale on financial markets

I am working on reinforcement learning for finance based on deep mathematical knowledge and the host supervisor is working on financial engineering, reinforcement learning and Markov decision process. We will study deep reinforcement learning for stock market trading and for portfolio management. The goal is to find a practical deep reinforcement agent to manage stock market trading including prediction and portfolio management.

Faculty Supervisor:

Chi-Guhn Lee

Student:

Partner:

Kyungpook National University

Discipline:

Computer science

Sector:

Artificial Intelligence

University:

University of Toronto

Program:

Globalink Research Award

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