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How using reinforcement learning has changed portfolio hedging methodologies and strategies

Posted by on 19 November 2024
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Jacky Chen, Managing Director, Total Portfolio Management at OPTrust joined us in the QuantMinds Studio following his presentation on "Reinforcement learning application for deep hedging". He explores the opportunities and challenges when applying the technique, the impact it is having on pricing and risk management and why the younger generation of quants are starting to tip the balance towards machine learning over traditional statistical techniques.


Save the date! QuantMinds International returns to London, 17-20 November 2025.

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