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TEAM

Deep learning in finance.

Achinta Nandi, Junaid Hasan, Sergei Neznanov, Mingming Abundo, Aolong Li

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I am interested in working on deep learning in finance. Mostly reinforcement learning in finance. Here is a review paper:
https://arxiv.org/pdf/2112.04553.pdf
We can try to use reinforcement learning for option pricing or use it for portfolio optimization. Another approach is to use reinforcement learning for market making. Some of these ideas are discussed in this paper.

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