Deep Reinforcement Learning (DRL) for Portfolio Allocation

Benhamou et al. "Deep Reinforcement Learning (DRL) for Portfolio Allocation." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2020. doi:10.1007/978-3-030-67670-4_32

[Benhamou et al. "Deep Reinforcement Learning (DRL) for Portfolio Allocation." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2020.](https://mlanthology.org/ecmlpkdd/2020/benhamou2020ecmlpkdd-deep/) doi:10.1007/978-3-030-67670-4_32

@inproceedings{benhamou2020ecmlpkdd-deep,
  title     = {{Deep Reinforcement Learning (DRL) for Portfolio Allocation}},
  author    = {Benhamou, Eric and Saltiel, David and Ohana, Jean-Jacques and Atif, Jamal and Laraki, Rida},
  booktitle = {European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases},
  year      = {2020},
  pages     = {527-531},
  doi       = {10.1007/978-3-030-67670-4_32},
  url       = {https://mlanthology.org/ecmlpkdd/2020/benhamou2020ecmlpkdd-deep/}
}