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个人简介
Nelson is a research director in the AI Research team at J.P. Morgan, New York. His research interests include game theory, multi-agent reinforcement learning and mathematical finance. He has recently been working on the modeling and calibration of over-the-counter markets using multi-agent RL, and on the topic of learning to converge to Nash equilibria in games as a function of their nature. His work has been published in academic venues including NeurIPS, ACM Intl. Conference on AI in Finance, SIAM Journal on Financial Mathematics, Random Operators and Stochastic Equations, or Stochastic Analysis and Applications. Previously, he worked as a rates exotics quant at J.P. Morgan, rates strats at Morgan Stanley, and quant at Deloitte.
研究兴趣
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MATHEMATICAL FINANCEno. 2 (2024): 262-347
International Conference on Artificial Intelligence and Statistics (2023): 118-126
PROCEEDINGS OF THE 4TH ACM INTERNATIONAL CONFERENCE ON AI IN FINANCE, ICAIF 2023 (2023): 253-260
ICML 2023pp.5036-5051, (2023)
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International Conference on AI in Finance (ICAIF) (2021): 7:1-7:9
NeurIPS (2020): 14118-14128
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