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]
@inproceedings{BisiLSRMRC20,
title = {Foreign exchange trading: a risk-averse batch reinforcement learning approach},
author = {Lorenzo Bisi and Pierre Liotet and Luca Sabbioni and Gianmarco Reho and Nico Montali and Marcello Restelli and Cristiana Corno},
year = {2020},
doi = {10.1145/3383455.3422571},
url = {https://doi.org/10.1145/3383455.3422571},
researchr = {https://researchr.org/publication/BisiLSRMRC20},
cites = {0},
citedby = {0},
booktitle = {ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020},
editor = {Tucker Balch},
publisher = {ACM},
isbn = {978-1-4503-7584-9},
}