Matteo Rolle

Head of Cross Market Trading Banca Sella Holding

Conference Day One: March 15th 2021

Tuesday, June 30th, 2020

1:20 PM Reinforcement Learning for optimal execution of future hedging in a limit order book

·      Building a model that can optimally hedge an option while reducing risk

·      Examining the feasibility of using RL to hedge basis risk in a realistic setting

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

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