A Deep Risk-Sensitive Reinforcement Learning Framework for Portfolio Management

In Finance, the use of Automated Trading Systems (ATS) on markets is growing every year and the trades generated by an algorithm now account for the majority of orders that arrive at stock exchanges. Historically, these systems were based on advanced statistical methods and signal processing able to extract trading signals from financial data. However, […]

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Goal-oriented Safety-Guided Design and Assurance for FinTech

With the increasing popularity of digital assets such as cryptocurrencies, many financial technology (FinTech) systems have become safety critical. However, current FinTech system development approaches often lack the rigorous safety practices found in the aerospace, nuclear, automotive, and military industries. To address safety concerns of FinTech stakeholders (users, but also regulators and financial institutions), this […]

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