Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Gianmarco Reho, Nico Montali, Marcello Restelli, Cristiana Corno. Foreign exchange trading: a risk-averse batch reinforcement learning approach. In Tucker Balch, editor, ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020. ACM, 2020. [doi]
Abstract is missing.