Ashwin Rao

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.

I'm teaching CME 241 (Reinforcement Learning for Stochastic Control Problems in Finance) next in Winter 2021.
My Fall Office Hours for MCF students are: Fri 2-4pm (or by appointment) on Zoom.

Latest Content of the book I am currently writing with my co-author Tikhon Jelvis:

Book so far: Foundations of Reinforcement Learning with Applications in Finance

Git Repo for the code in our book (under development)

Links to Individual Chapters below:

Module I: Processes and Planning Algorithms Module II: Modeling Financial Applications Module III: Reinforcement Learning Algorithms Appendix:
  1. Moment-Generating Function and it's Applications
  2. Function Approximations as Vector Spaces
  3. Portfolio Theory (Lecture Slides)
  4. Introduction to and Overview of Stochastic Calculus Basics (Lecture Slides)
  5. The Hamilton-Jacobi-Bellman (HJB) Equation
  6. Black-Scholes Equation and it's Solution for Call/Put Options