Financial Mathematics and Engineering Virtual Talk Series - Session 23

Attend a virtual talk series featuring two speakers discussing mathematical finance and engineering topics. Explore policy gradient methods, sequential testing, anytime valid tests, and trading analogies with Renyuan Xu from the University of Southern California. Delve into identifiability, estimators, hypothesis testing, and anytime valid confidence sequences with Philippe Casgrain from ETH Zurich and Princeton University. Moderated by Ronnie Sircar from Princeton University, this 59-minute session is part of the Society for Industrial and Applied Mathematics Activity Group on Financial Mathematics and Engineering's biweekly series.

Introduction
Motivation
Policy Gradient Method
Sequential Testing
Anytime Valid Tests
Trading Analogy
identifiability
estimators
testing hypotheses
families of tests
unbounded case
parametrized case
next task
return strategies
chosen test
asymptotic power
anytime valid confidence sequence
simple examples
Questions