Franco Ho Ting Lin
Publications
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Double Deep Q-Learning for Optimal Execution
B. Ning, F. Lin, S. Jaimungal - U of T
Past Projects
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Uncertainty Guided Recommendation with Bandits
Final Project for CSC2541 - U of T
Dynamic Asset Allocation for Pairs Trading
Final Project for STA2202 - U of T
Industry Research
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Abnormal Trading Activity Detection
Poster Presentation - Research Internship (Toronto Stock Exchange)
Disruptor Identification
Poster Presentation - Research Internship (CPP Investment Board)