Ashwin Rao

Adjunct Professor, ICME

Stanford University

Office: Huang Engineering Center, ICME Mezannine Level, Room M05

Email: ashwin.rao@stanford.edu

My academic background is in Algorithms Theory and Abstract Algebra.
My current academic interests lie in the broad space of A.I. for Sequential Decisioning under Uncertainty.
I am particularly interested in Deep Reinforcement Learning applied to Financial Markets and to Retail Businesses.
More details on my background and work are described on my LinkedIn page.

My RL-for-Finance book (with Tikhon Jelvis)

Book Title: Foundations of Reinforcement Learning with Applications in Finance

Publisher: Routledge and CRC Press (Taylor & Francis Group)

• Order the Published Book from Amazon
• Published Book Errata
• Download the latest PDF version of the book (this has updated contents, including fixes to the published book errors)
• Public-Access Git Repo for the code in the book
• Stanford CME 241 Home Page (I cover most of the book in this course, and the course home page has the lectures slides, assignments and exams)

RL-Lab Research Projects

Applied RL research projects I am curently working on with my students:

• Joint Optimization of Inventory and Pricing in a Retail Business
• Optimal Exercise of American Options (using LSPI and DQL)

Teaching

• CME 241: Foundations of Reinforcement Learning with Applications in Finance (I teach this course every Winter Quarter)