From curiosity to contribution
Rohan’s research will explore how reinforcement learning behaves in environments characterised by extreme risk – a common feature of financial markets.
“This studentship will allow me to explore how reinforcement learning can be applied to environments that exhibit fat tails, such as those found in financial markets. In my previous roles, I was surprised by how limited existing methods can be when adapting to atypical environments.”
A particular focus of his work is understanding how learning systems can operate safely in high-risk settings.
“Many real-world problems have what I think of as a ‘mortality effect’ – catastrophic failure cases you really want to avoid. I’m interested in how we can navigate these scenarios while minimising the cost of learning, and ultimately develop more dynamic, capital-efficient policies than the static designs we rely on today.”
For Rohan, research impact is defined by its reach beyond theory.
“To me, impact means affecting the lives of other people, whether in this lifetime or not.”
Opening doors through NextGen
As a G-Research Scholar, Rohan is looking forward to being part of a community that values both intellectual ambition and practical relevance.
“I’m particularly excited about the opportunity to spend time with the other scholars – and, of course, the spring week in Sicily sounds very cool.”
