Foreign exchange trading: a risk-averse batch reinforcement learning approach

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]

Authors

Lorenzo Bisi

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Pierre Liotet

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Luca Sabbioni

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Gianmarco Reho

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Nico Montali

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Marcello Restelli

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Cristiana Corno

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