Continuous-Action Reinforcement Learning for Portfolio Allocation of a Life Insurance Company

Abrate et al. "Continuous-Action Reinforcement Learning for Portfolio Allocation of a Life Insurance Company." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2021. doi:10.1007/978-3-030-86514-6_15

[Abrate et al. "Continuous-Action Reinforcement Learning for Portfolio Allocation of a Life Insurance Company." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2021.](https://mlanthology.org/ecmlpkdd/2021/abrate2021ecmlpkdd-continuousaction/) doi:10.1007/978-3-030-86514-6_15

@inproceedings{abrate2021ecmlpkdd-continuousaction,
  title     = {{Continuous-Action Reinforcement Learning for Portfolio Allocation of a Life Insurance Company}},
  author    = {Abrate, Carlo and Angius, Alessio and Morales, Gianmarco De Francisci and Cozzini, Stefano and Iadanza, Francesca and Puma, Laura Li and Pavanelli, Simone and Perotti, Alan and Pignataro, Stefano and Ronchiadin, Silvia},
  booktitle = {European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases},
  year      = {2021},
  pages     = {237-252},
  doi       = {10.1007/978-3-030-86514-6_15},
  url       = {https://mlanthology.org/ecmlpkdd/2021/abrate2021ecmlpkdd-continuousaction/}
}