Browsing by Author "Ungari, Sandrine"

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AAMDRL: Augmented Asset Management with Deep Reinforcement Learning

Benhamou, Éric; Saltiel, David; Ungari, Sandrine; Mukhopadhyay, Abhishek; Atif, Jamal (2020) Document de travail / Working paper
Bridging the gap between Markowitz planning and deep reinforcement learning

Benhamou, Éric; Saltiel, David; Ungari, Sandrine; Mukhopadhyay, Abhishek (2020) Document de travail / Working paper
Time your hedge with Deep Reinforcement Learning

Benhamou, Éric; Saltiel, David; Ungari, Sandrine; Mukhopadhyay, Abhishek (2020) Document de travail / Working paper