Program

Monday November 27, 2023

8:30-9:05 AM Álvaro Cartea (Oxford) - Spoofing the Order Book with Learning Algorithms

9:10-9: 45 AM Shao-Lun Huang (TBSI) - Some Investigations of Transfer Learning Towards Statistical Perspectives

9:50-10:25 AM Kaizheng Wang (Columbia) - Pseudo-Labeling for Kernel Ridge Regression under Covariate Shift

10:30-10:45 AM Break

10:45-11:20 AM Justin Sirignano (Oxford) - Machine Learning Methods for Pricing Financial Derivatives

11:25-11:50 AM Xinyu Li (UC Berkeley) - Fast Policy Learning for LQR with Entropy Regularization

11:55-12:30 AM Haoyang Cao (École Polytechnique) - Risk of Transfer Learning and its Applications in Finance