Detecting and adapting to crisis pattern with context based Deep
Reinforcement Learning

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Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning

7 September 2020

Eric Benhamou

David Saltiel

Jean-Jacques Ohana

Jamal Atif

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Papers citing "Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning"

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Title
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 189 4 0 20 Aug 2024
Asset Allocation: From Markowitz to Deep Reinforcement Learning Ricard Durall 44 6 0 14 Jul 2022
Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting Eric Benhamou David Saltiel S. Tabachnik Sui Kai Wong François Chareyron OOD 84 4 0 19 Apr 2021
Bridging the gap between Markowitz planning and deep reinforcement learning Eric Benhamou David Saltiel Sandrine Ungari Abhishek Mukhopadhyay OffRL 59 19 0 30 Sep 2020
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning Eric Benhamou David Saltiel Sandrine Ungari Abhishek Mukhopadhyay Jamal Atif 58 9 0 30 Sep 2020
Time your hedge with Deep Reinforcement Learning Eric Benhamou David Saltiel Sandrine Ungari Abhishek Mukhopadhyay AIFin 38 15 0 16 Sep 2020