Applying Deep Reinforcement Learning to Trading with Dr. Tucker Balch

In this webinar recording Dr. Balch will provide an accessible introduction to Deep Neural Nets and Reinforcement Learning to show how they can be combined effectively for trading applications. Statistical Machine Learning is applied by hedge funds and proprietary data firms to find an “edge” in trading securities while leveraging big data. Many flavors of machine learning algorithms can be applied to this problem including supervised learning techniques like KNN, Decision Trees, SVM and Deep Neural Nets. Deep Reinforcement Learning (DRL) is a combination of two important methods: Deep Learning and Reinforcement Learning that when integrated appropriately provide a powerful approach to learning trading policies.