Continuous-Action Reinforcement Learning for Portfolio Allocation of a Life Insurance Company

Carlo Abrate, Alessio Angius, Gianmarco De Francisci Morales, Stefano Cozzini, Francesca Iadanza, Laura Li Puma, Simone Pavanelli, Alan Perotti, Stefano Pignataro, Silvia Ronchiadin. Continuous-Action Reinforcement Learning for Portfolio Allocation of a Life Insurance Company. In Yuxiao Dong, Nicolas Kourtellis, Barbara Hammer, José Antonio Lozano, editors, Machine Learning and Knowledge Discovery in Databases. Applied Data Science Track - European Conference, ECML PKDD 2021, Bilbao, Spain, September 13-17, 2021, Proceedings, Part IV. Volume 12978 of Lecture Notes in Computer Science, pages 237-252, Springer, 2021. [doi]

Abstract

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