Ungari, Sandrine

1. Time your hedge with Deep Reinforcement Learning
   2020/09/16 by Benhamou, Eric, Saltiel, David, Ungari, Sandrine +1 · 1 citation
   #FOS: Computer and information sciences #FOS: Economics and business #I.2.1 #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Portfolio Management (q-fin.PM)
2. Bridging the gap between Markowitz planning and deep reinforcement learning
   2020/09/30 by Benhamou, Eric, Saltiel, David, Ungari, Sandrine +1 · 1 citation
   #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Multiagent Systems (cs.MA) #Portfolio Management (q-fin.PM)