Edward Mitby, Senior AI Engineer at Vanguard
Vanguard Logo

Edward Mitby


Senior AI Engineer
Vanguard

Check out the incredible speaker line-up to see who will be joining Edward.

Download The Latest Agenda

Conference Day Two: March 20 2019

Tuesday, March 19th, 2019


1:55 PM Practical Applications of Reinforcement Learning in the Investment Optimization Process

  • A major challenge for quantitative/systematic investing is identifying regime change.
  • Reinforcement learning solves for an optimal policy based on dynamically updated states.
  • How can reinforcement learning be used to tactically allocate asset classes based on changing macro investment regimes?