Join us for our next live webinar, "Reinforcement Learning in the Presence of Nonstationary Variables" TOMORROW, January 23rd at 4:00pm ET. Speaker Simon Ouellette will explain in detail the difficulty of conventional reinforcement learning in the context of financial trading.
Register for the webinar for free.
About the Speaker:
Simon Ouellette is a machine learning specialist, and a quantitative trader at a proprietary trading firm. Starting his career as a software engineer about 15 years ago, he increasingly gravitated towards data science roles. His passion for finance was acquired when he worked in New York for Bloomberg, 9 years ago. Since then he has been applying data science to trading, first in an amateur setting, and eventually in the current professional environment.