David Winkel, Niklas Strauß, Matthias Schubert, Thomas Seidl 0001. Risk-Aware Reinforcement Learning for Multi-Period Portfolio Selection. In Massih-Reza Amini, Stéphane Canu, Asja Fischer, Tias Guns, Petra Kralj Novak, Grigorios Tsoumakas, editors, Machine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2022, Grenoble, France, September 19-23, 2022, Proceedings, Part VI. Volume 13718 of Lecture Notes in Computer Science, pages 185-200, Springer, 2022. [doi]
Abstract is missing.