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researcher

Matt Stern

2 papers hereh-index 158 citations8 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author2

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • q-fin.PM1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

most citedRobo-advising: Learning Investors' Risk Preferences via Portfolio Choices

62 citations · 62 across the 2 of their papers we have counts for

collaborators
Showing q-fin.PMShow all

1 paper · 1 filter

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.