Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif, Rida Laraki. Deep Reinforcement Learning (DRL) for Portfolio Allocation. In Yuxiao Dong, Georgiana Ifrim, Dunja Mladenic, Craig Saunders, Sofie Van Hoecke, editors, Machine Learning and Knowledge Discovery in Databases. Applied Data Science and Demo Track - European Conference, ECML PKDD 2020, Ghent, Belgium, September 14-18, 2020, Proceedings, Part V. Volume 12461 of Lecture Notes in Computer Science, pages 527-531, Springer, 2020. [doi]
Abstract is missing.