13 citations · 17 across the 26 of their papers we have counts for
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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…
q-fin.PM2019
Personalized Robo-Advising: Enhancing Investment through Client Interaction
Agostino Capponi, Sveinn Olafsson, Thaleia Zariphopoulou
Automated investment managers, or robo-advisors, have emerged as an alternative to traditional financial advisors. The viability of robo-advisors crucially depends on their ability…