62 citations · 62 across the 2 of their papers we have counts for
2 papers
q-fin.PM2019★ 62 cited
Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices
Humoud Alsabah, Agostino Capponi, Octavio Ruiz Lacedelli +1
We introduce a reinforcement learning framework for retail robo-advising. The robo-advisor does not know the investor's risk preference, but learns it over time by observing her po…
stat.ML2017
Risk-Sensitive Cooperative Games for Human-Machine Systems
Agostino Capponi, Reza Ghanadan, Matt Stern
Autonomous systems can substantially enhance a human's efficiency and effectiveness in complex environments. Machines, however, are often unable to observe the preferences of the h…