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QuantMinds International
7 - 10 November, 2022
W Barcelona

Jun Yuan
Managing Director, Global Risk Analytics, at Royal Bank of Canada

Profile

As Managing Director of Global Risk Analytics at Royal Bank of Canada, a part of Dr. Jun Yuan’s key responsibilities is to lead data analytics, machine learning, and US risk modeling. In the past 15 years, he has specialized in the practice and quantitative research of analytics innovation in finance. One of his major interests in machine learning centers around reinforcement learning. As an Adjunct Professor at Rotman School of Management at University of Toronto, he collaborates with leading finance faculty members on machine learning and teaches financial risk management and machine learning to students and senior business executives around the globe. He holds a MSc and a PhD in Electrical & Computer Engineering from Queen’s University and University of Toronto.

Agenda Sessions

  • Managing Gamma and Vega Using Deep Distributional Reinforcement Learning

    10:20