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Risk aware portfolio construction using deep deterministic policy gradients

Shashank Hegde, Vishal Kumar, Atul Singh. Risk aware portfolio construction using deep deterministic policy gradients. In IEEE Symposium Series on Computational Intelligence, SSCI 2018, Bangalore, India, November 18-21, 2018. pages 1861-1867, IEEE, 2018. [doi]

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Shashank Hegde

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Vishal Kumar

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Atul Singh

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