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]
@inproceedings{BenhamouSOAL20,
title = {Deep Reinforcement Learning (DRL) for Portfolio Allocation},
author = {Eric Benhamou and David Saltiel and Jean-Jacques Ohana and Jamal Atif and Rida Laraki},
year = {2020},
doi = {10.1007/978-3-030-67670-4_32},
url = {https://doi.org/10.1007/978-3-030-67670-4_32},
researchr = {https://researchr.org/publication/BenhamouSOAL20},
cites = {0},
citedby = {0},
pages = {527-531},
booktitle = {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},
editor = {Yuxiao Dong and Georgiana Ifrim and Dunja Mladenic and Craig Saunders and Sofie Van Hoecke},
volume = {12461},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-67670-4},
}