Hey there! I am Bruno!
I am a researcher exploring the intersection of machine learning and quantitative finance, usually from an evolutionary perspective.
My background is primarily in quantitative finance, with a strong focus on developing machine learning techniques for that domain.
I am the author of several impactful papers on reinforcement learning for optimal market making.
I have a broad interest in applying an evolutionary lens to various problems and in practically anything related to evolution.
Currently I am a SMASH MSCA fellow working on my project "Few shot evolutionary reinforcement learning in uncertain and dynamic environments" (FERLUDE) (at the Laboratory for Adaptive Systems and Parallel Processing, Faculty of Computer and Information Science, University of Ljubljana)
Feel free to reach my via one of my emails:
bgasperov[at]gmail[dot]com
bruno[dot]gasperov[at]fer[dot]hr
bruno[dot]gasperov[at]fri[dot]uni[minus]lj[dot]si
or some of the socials listed below:
My former/current collaborations:
Laboratory for Financial and Risk Analytics (LAFRA), Department of Electronic Systems and Information Processing (ZESOI)
Stochastic Optimization, Learning and Visualization Laboratory, Department of Electronics, Microelectronics, Computer and Intelligent Systems (ZEMRIS)
both at the Faculty of Electrical Engineering and Computing (FER), University of Zagreb, Zagreb, Croatia.
Research interests:
evolutionary computation | evolutionary reinforcement learning | (deep) reinforcement learning | decision making under uncertainty | landscape analysis | local search| quality-diversity | divergent search | bio-inspired computing | evolutionary research | intelligent optimization | meta-learning
Application domains: quantitative finance (market making, portfolio optimization) | cryptography (Boolean functions)