CPD Events

Reinforcement Learning Interpretability: Applications to Algorithmic Trading

18 Aug 2022

About the event

Reinforcement Learning (RL) agents proved to be a force to be reckoned with in many complex games like Chess and Go. Financial firms are leveraging the power of RL; given it potential to automate all the steps involved in algorithmic trading. However; it is quite challenging to understand and interpret a RL based models. This talk focuses on an approach to understand and interpret Reinforcement Learning (RL) based trading strategies. We first briefly introduce the concept of reinforcement learning in the context of algorithmic trading; followed by demonstration of an RL- interpretability infrastructure. We then discuss possible derived outcomes of using this infrastructure when applied to trading a market instrument.

CPD Provider

Fitch Learning

Fitch Learning

Fitch Learning

Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. With centers in London, New York, Chicago, Singapore, Dubai and Hong Kong, we are committed to questioning and understanding client needs across the globe and on the ground locally. Our people advise and build learning solutions to accelerate the achievements of the individual and the company, across the entire employee lifestyle. Our courses cover a wide range of financial topics across ten sectors: • Corporate Credit Analysis • Bank Analysis • Insurance Company Analysis • Corporate Finance • Risk Management in Financial Institutions • Structured Finance & Securitization • Non-Bank Financial Institutions • Modeling & Excel • Capital Markets & Investment • Professional Skills Fitch Learning also offers customized, in-house training to meet your specific requirements. We work with our clients to define your needs and work in partnership with you to deliver truly blended, innovative solutions. Our extensive expertise and global teams mean that we can deliver across a range of industries and subject matter.

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