Foundations of reinforcement learning with applications in finance [electronic resource] / Ashwin Rao, Tikhon Jelvis.

First edition.

Boca Raton, FL : CRC Press, 2023.

©2023

1 online resource.

Access is available to the Yale community.

Access restricted by licensing agreement.

Ashwin Rao is the Chief Science Officer of Wayfair, an e-commerce company where he and his team develop mathematical models and algorithms for supply-chain and logistics, merchandising, marketing, search, personalization, pricing and customer service. Ashwin is also an Adjunct Professor at Stanford University, focusing his research and teaching in the area of Stochastic Control, particularly Reinforcement Learning algorithms with applications in Finance and Retail. Previously, Ashwin was a Managing Director at Morgan Stanley and a Trading Strategist at Goldman Sachs. Ashwin holds a Bachelor's degree in Computer Science and Engineering from IIT-Bombay and a Ph.D in Computer Science from University of Southern California, where he specialized in Algorithms Theory and Abstract Algebra. Tikhon Jelvis is a programmer who specializes in bringing ideas from programming languages and functional programming to machine learning and data science. He has developed inventory optimization, simulation and demand forecasting systems as a Principal Scientist at Target and is a speaker and open-source contributor in the Haskell community where he serves on the board of directors for Haskell.org.

Print version: Rao, Ashwin. Foundations of reinforcement learning with applications in finance 1 Edition. Boca Raton, FL : Chapman & Hall, CRC Press, [2023]

Books / Online

English

February 07, 2023

Includes bibliographical references and index.