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.
Discussion of neural networks for solving high dimensional PDEs.
Application to cleaning up orders in algorithmic trading.
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