Laboratory of Artificial Intelligence in Mathematical Finance

Research & Expertise

Project seminar of AIM Lab "Risk Budgeting in Imitation Reinforcement Learning for Multi-Level Market Making"

Project seminar of AIM Lab "Risk Budgeting in Imitation Reinforcement Learning for Multi-Level Market Making"
On October 1, the seminar of the project‑based learning laboratory “Artificial Intelligence in Mathematical Finance” took place.

Project seminar of AIM Lab "Reinforcement and Imitation Learning with Risk Budgeting for Multi-Level Market Making"

Project seminar of AIM Lab "Reinforcement and Imitation Learning with Risk Budgeting for Multi-Level Market Making"
On September 17, the seminar of the project‑based learning laboratory “Artificial Intelligence in Mathematical Finance” took place.

Project seminar of AIM Lab "Stochastic optimal control"

Project seminar of AIM Lab "Stochastic optimal control"
On September 3, the seminar of the project‑based learning laboratory “Artificial Intelligence in Mathematical Finance” took place.

Project seminar of AIM Lab “On modeling extremely high volatility: GARCH‑M model with asymmetric risk premium”

Project seminar of AIM Lab “On modeling extremely high volatility: GARCH‑M model with asymmetric risk premium”
On June 26, the seminar of the project‑based learning laboratory “Artificial Intelligence in Mathematical Finance” took place.
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