Combining Reinforcement Learning and Inverse Reinforcement Learning for Optimal Asset Allocation

Explore a 56-minute conference talk by Igor Halperin from Fidelity Investments on combining Reinforcement Learning and Inverse Reinforcement Learning for optimal asset allocation. Delve into advanced quantitative methods for wealth management, examining how these machine learning techniques can be applied to financial decision-making processes. Gain insights into the intersection of artificial intelligence and asset management strategies, understanding how these approaches can potentially enhance portfolio optimization and investment outcomes. Part of the Fields CFI Workshop on Quantitative Methods for Wealth Management, this presentation offers a deep dive into cutting-edge applications of AI in the financial sector.

Combining Reinforcement Learning and Inverse Reinforcement Learning for Optimal Asset Allocation