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.
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
- Moment-Generating Function and it's Applications
- Function Approximations as Affine Spaces
- Portfolio Theory (Lecture Slides)
- Introduction to and Overview of Stochastic Calculus Basics (Lecture Slides)
- The Hamilton-Jacobi-Bellman (HJB) Equation
- Black-Scholes Equation and it's Solution for Call/Put Options
- Conjugate Priors for Gaussian and Bernoulli Distributions