collaborators

1 paper

q-fin.PM2019

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…