2 citations · 2 across the 3 of their papers we have counts for
3 papers · 2 filters
Bridging the gap between Markowitz planning and deep reinforcement learning
Eric Benhamou, David Saltiel, Sandrine Ungari +1
While researchers in the asset management industry have mostly focused on techniques based on financial and risk planning techniques like Markowitz efficient frontier, minimum vari…
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning
Eric Benhamou, David Saltiel, Sandrine Ungari +2
Can an agent learn efficiently in a noisy and self adapting environment with sequential, non-stationary and non-homogeneous observations? Through trading bots, we illustrate how De…
Estimating Individual Treatment Effects through Causal Populations Identification
Céline Beji, Michaël Bon, Florian Yger +1
Estimating the Individual Treatment Effect from observational data, defined as the difference between outcomes with and without treatment or intervention, while observing just one…