Event Date:
Monday, November 28, 2022 - 1:30pm to 4:30pm
Related Link:
On Nov 28, CFMAR co-organized the "Machine Learning and Monte Carlo Methods meet Economics and Finance" Mini-Conference together with UCSB Economics Department and Aggregate Economics Consortium, with Peter Rupert as the lead organizer. The afternoon event included 3 talks, including by both CFMAR co-Directors Profs JP Fouque and Mike Ludkovski.
Jean Pierre Fouque, University of California, Santa Barbara: "Reinforcement Learning Algorithm for Mixed Mean Field Control Games"
Michael Ludkovski, University of California, Santa Barbara: "Machine Learning for Optimal Stopping Problems"
Giray Okten, Florida State University: "Stochastic Deterministic Simulation with Applications in Economics and Finance"
December 13, 2022 - 3:42pm