PhD student. Interested in numerics, stochastic control problems, algo trading, reinforcement learning, BSDEs, quantization.
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Université Paris 7
- Paris
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LOB_AlgoTrading
LOB_AlgoTrading PublicSome codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.01446
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DeepLearningForMDPs
DeepLearningForMDPs PublicSome codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916
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