62 citations · 62 across the 1 of their papers we have counts for
2 papers
q-fin.TR2021
Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization?
Agostino Capponi, Sveinn Olafsson, Humoud Alsabah
Does the proof-of-work protocol serve its intended purpose of supporting decentralized cryptocurrency mining? To address this question, we develop a game-theoretical model where mi…
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…