Edoardo Vittori, Amarildo Likmeta, Marcello Restelli. Monte carlo tree search for trading and hedging. In Anisoara Calinescu, Lukasz Szpruch, editors, ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021. ACM, 2021. [doi]
@inproceedings{VittoriLR21,
title = {Monte carlo tree search for trading and hedging},
author = {Edoardo Vittori and Amarildo Likmeta and Marcello Restelli},
year = {2021},
doi = {10.1145/3490354.3494402},
url = {https://doi.org/10.1145/3490354.3494402},
researchr = {https://researchr.org/publication/VittoriLR21},
cites = {0},
citedby = {0},
booktitle = {ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021},
editor = {Anisoara Calinescu and Lukasz Szpruch},
publisher = {ACM},
isbn = {978-1-4503-9148-1},
}