With Machine Learning ascendant, Suite LLC has been conducting research into how Reinforcement Learning techniques promise to accelerate the computation of real-time risk management results. Suite LLC's James Baker presented some of our work in this area at the recent QuantMinds International 2022 conference in Barcelona.
The work is further discussed in our new white paper, which can be downloaded here.
For more information about Suite LLC and ALib, please visit our website at suitellc.com.