Hartree Partners Placement

• Dema Ushchapovskyy

• April 2019 - August, 2019

3rd year summer placement quantitative analyst role at Hartree Partners, which is an energy sector proprietary trading firm.

Researched the latest techniques in machine learning for financial applications and applied it to solving challenging time series forecasting problems.

Came up with novel approaches to utilise reinforcement learning to optimise gas generators running regime. Built environments, which model all aspects of generation such as ramp up time, start up costs etc. Deployed agents to train in these simulations, which produced policies which were superior to rule-based systems already in-place at the company.