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Reinforcement learning based optimizer with extensible architecture. Using plug-ins it can be used for trading strategy, porfolio or hyperparameter optimization, using optimization methods like genetic algorithms or q-learning, and diverse agent types as heuristic strategies or using machine learning on observations to produce agent control actions
2021 PRIMA Risk Management Challenge: Creation of a working dashboard derived from the National Australia Bank case reporting both the risk and performance of an options market making desk.