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Classroom Contents
Reinforcement and Mean-Field Games in Algorithmic Trading - Sebastian Jaimungal
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- 1 Intro
- 2 Overview
- 3 Data
- 4 Limit order book
- 5 Control problem
- 6 Optimal solution
- 7 Reinforcement learning
- 8 Graphical model representation
- 9 Reinforcement
- 10 Neural nets
- 11 Heat map
- 12 Net results
- 13 Kalman filters
- 14 Maximum likelihood estimator
- 15 Batch reinforcement learning
- 16 Simultaneous analogous analysis
