BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Allen Hart (University of Bath) DTSTART:20210720T140000Z DTEND:20210720T150000Z DTSTAMP:20260423T034447Z UID:DSCSS/24 DESCRIPTION:Title: E cho state networks applied to market making problems\nby Allen Hart (U niversity of Bath) as part of Data Science and Computational Statistics Se minar\n\n\nAbstract\nIn this talk\, we discuss how a special type of recur rent neural network called an Echo State Network (ESN) can be applied to s upervised learning problems involving time series. We train the ESN using linear regression\, and despite the training process being entirely linear \, the ESN retains the universal approximation property.\n\nWe discuss bri efly how an ESN can be used to solve supervised learning problems\, before moving onto the more complex problem of reinforcement learning. We demons trate the theory by applying the ESN to a simple market making problem tha t appears in mathematical finance.\n LOCATION:https://researchseminars.org/talk/DSCSS/24/ END:VEVENT END:VCALENDAR