Risk-Aware Reinforcement Learning for Multi-Period Portfolio Selection

Winkel et al. "Risk-Aware Reinforcement Learning for Multi-Period Portfolio Selection." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2022. doi:10.1007/978-3-031-26422-1_12

[Winkel et al. "Risk-Aware Reinforcement Learning for Multi-Period Portfolio Selection." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2022.](https://mlanthology.org/ecmlpkdd/2022/winkel2022ecmlpkdd-riskaware/) doi:10.1007/978-3-031-26422-1_12

@inproceedings{winkel2022ecmlpkdd-riskaware,
  title     = {{Risk-Aware Reinforcement Learning for Multi-Period Portfolio Selection}},
  author    = {Winkel, David and Strauß, Niklas and Schubert, Matthias and Seidl, Thomas},
  booktitle = {European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases},
  year      = {2022},
  pages     = {185-200},
  doi       = {10.1007/978-3-031-26422-1_12},
  url       = {https://mlanthology.org/ecmlpkdd/2022/winkel2022ecmlpkdd-riskaware/}
}