Bo An is a President’s Chair Professor in Computer Science, Head of Division of Artificial Intelligence, and Co-Director of Artificial Intelligence Research Institute (AI.R) at Nanyang Technological University, Singapore. He received the Ph.D degree in Computer Science from the University of Massachusetts, Amherst. His current research interests include artificial intelligence, multiagent systems, computational game theory, reinforcement learning, and optimization. Dr. An was the recipient of the 2010 IFAAMAS Victor Lesser Distinguished Dissertation Award, an Operational Excellence Award from the Commander, First Coast Guard District of the United States, the 2012 INFORMS Daniel H. Wagner Prize for Excellence in Operations Research Practice, 2018 Nanyang Research Award (Young Investigator), and 2022 Nanyang Research Award. His publications won the Best Innovative Application Paper Award at AAMAS’12, the Innovative Application Award at IAAI’16, and the best paper award at DAI’20. He was invited to give Early Career Spotlight talk at IJCAI’17. He led the team HogRider which won the 2017 Microsoft Collaborative AI Challenge. He was named to IEEE Intelligent Systems' "AI's 10 to Watch" list for 2018. He was PC Co-Chair of AAMAS’20 and General Co-Chair of AAMAS’23. He will be PC Chair of IJCAI’27. He is a member of the editorial board of JAIR and is the Associate Editor of AIJ, JAAMAS, IEEE Intelligent Systems, ACM TAAS, and ACM TIST. He was elected to the board of directors of IFAAMAS, senior member of AAAI, and Distinguished member of ACM.

A research-intensive public university, Nanyang Technological University, Singapore (NTU Singapore) has 35,000 undergraduate and postgraduate students in the Business, Computing & Data Science, Engineering, Humanities, Arts, & Social Sciences, Medicine, Science, and Graduate colleges.

Deep Reinforcement Learning for Quantitative Trading

In the last decade, we have witnessed a significant development of AI-powered quantitative trading (QT), due to its instant and accurate order execution, and capability of analyzing and processing large amount of data related to the financial market. Traditional AI-powered QT methods discover trading opportunities based on either heuristic rules or financial prediction. However, due to the high volatility and noisy nature of financial market, their performance is not stable and highly reply on the market condition. Recently, reinforcement learning (RL) becomes an appealing approach for QT tasks owing to its stellar performance on solving complex decision-making problems. This talk will discuss some recent research progress in RL for QT and future directions.