Ashwin Rao

Ashwin Rao
Adjunct Professor, ICME
Stanford University
Office: Huang Engineering Center, ICME Mezannine Level, Room M05

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 teach CME 241 (Foundations of Reinforcement Learning with Applications in Finance) every Winter Quarter.

Manuscript of my book with Tikhon Jelvis (Git Repo for the code in our book)

Links to Individual Chapters below:

Module I: Processes and Planning Algorithms Module II: Modeling Financial Applications Module III: Reinforcement Learning Algorithms Module IV: Finishing Touches Appendix:
  1. Moment-Generating Function and it's Applications
  2. Function Approximations as Affine 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
  7. Conjugate Priors for Gaussian and Bernoulli Distributions