Nick is currently a researcher at the Courant Institute of Mathematical Sciences at NYU working on problems in Stochastic Control and Reinforcement Learning. Previously he was a Senior Quant Researcher in the Equity Execution group at Citadel focussing on block trading and market Impact. Prior to that he was at Deutsche Bank involved in the Central Risk Book and Algorithmic Trading. He holds a PhD from Imperial College London and was a Postdoctoral Research fellow at Humboldt Universitaet Berlin.
- Stochastic control model for calculating magnitude of clean up cost analytically
- Using ML and dynamic programming to solve the high dimensional problem
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