Visites de la Bibliothèque patrimoniale et de l'exposition Gulliver 300
Tue, Oct 27 · 10:00 AM
5th Arr.
Gulliver 300 Heritage Tour
This event is in the past.It took place on September 3, 2026 at HEC Paris Business School.
Educational Talk
Multi-Asset Dynamic Portfolio Choice under Transaction Costs: A Machine Learning Approach
September 3 at 2:40pm
Jouy-en-Josas
🚊Campus is 1hr+ from Paris by transit
💻Heavily technical, prior quant finance knowledge helps
Watch machine learning tackle one of finance's thorniest puzzles: how to optimally rebalance portfolios when every trade costs you. Fabio Trojani breaks down a new approach using Gaussian processes and Bayesian active learning to crack high-dimensional dynamic programming problems.
Academic seminar
Machine learning
Quantitative finance
Portfolio optimization
They recommend it:
Educational Talk
Multi-Asset Dynamic Portfolio Choice under Transaction Costs: A Machine Learning Approach
September 3 at 2:40pm
Jouy-en-Josas
🚊Campus is 1hr+ from Paris by transit
💻Heavily technical, prior quant finance knowledge helps
Watch machine learning tackle one of finance's thorniest puzzles: how to optimally rebalance portfolios when every trade costs you. Fabio Trojani breaks down a new approach using Gaussian processes and Bayesian active learning to crack high-dimensional dynamic programming problems.
Academic seminar
Machine learning
Quantitative finance
Portfolio optimization
They recommend it:
Matches these interests
- Academic seminar
- Machine learning
- Quantitative finance
- Portfolio optimization
- HEC Paris Business School
- Jouy-en-Josas
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