Sriram Gopalakrishnan, Ph.D.

Sriram Gopalakrishnan, Ph.D.

AI Research Lead at J.P. Morgan Chase | Sequential-Decision Making Problems, Human-AI Interaction, & Generative AI

FinRDDL: Can AI Planning be used for Quantitative Finance Problems?

Published in ICAPS Workshop on Planning for Financial Services (FinPlan 2023), 2023

Recommended citation: Patra, S., Mahfouz, M., Gopalakrishnan, S., Magazzeni, D., & Veloso, M. (2023). FinRDDL: Can AI Planning be used for Quantitative Finance Problems? In ICAPS FinPlan Workshop. https://arxiv.org/abs/2306.02985

Abstract

We introduce FinRDDL, formalizing relational dynamic decision-making problems in quantitative finance and asset allocation using Relational Dynamic Decision Language (RDDL) to enable automated planners and reinforcement learning agents to benchmark against established stochastic control methods.

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Recommended citation: Patra, S., Mahfouz, M., Gopalakrishnan, S., Magazzeni, D., & Veloso, M. (2023). FinRDDL: Can AI Planning be used for Quantitative Finance Problems? In ICAPS FinPlan Workshop.