#CEBRA2022 - Session 1: Deep Neural Networks and Reinforcement Learning in Central Banking
#CEBRA2022 @Central Bank Research Association CEBRA
2022 CEBRA ANNUAL MEETING
August 29-31, 2022 at the Universitat Pompeu Fabra, Ciutadella Campus, Barcelona, Spain.
Inflation, Policy and Market Structure (Track B)
Session 1: Deep Neural Networks and Reinforcement Learning in Central Banking
Organised by: Bank of England
Papers and Speakers:
“Estimating Nonlinear Heterogeneous Agents Models with Neural Networks” by Matthias Rottner (Deutsche Bundesbank). Discussant: Danila Smirnov (UPF&BSE)
“Deep Reinforcement Learning in a Monetary Model” by Chen et al., presented by Andreas Joseph (Bank of England). Discussant: Albert Marcet (CREI, ICREA, BSE and UPF)
“Estimating Policy Functions in Payments Systems Using Reinforcement Learning” by Castro et al., presented by Ajit Desai (Bank of Canada). Discussant: Natascha Hinterlang (Deutsche Bundesbank)
“Deep Learning model fragility and implications for financial stability and regulation”
Kumar et al. (BoE & UCL, presented by Rishabh Kumar (Bank of England) and Nigel Kingsman (UCL). Discussant: Natascha Hinterlang (Deutsche Bundesbank)
Disclaimer: All views expressed are strictly those of the authors, discussants, and other participants and not those of CEBRA, the co‐sponsoring institutions or any other institutions.
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#CEBRA2022 - Session 1: Deep Neural Networks and Reinforcement Learning in Central Banking