Sandrine Ungari

Société Générale

52 Place de l'Ellipse

La Défense, 92000

France

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 71

SSRN RANKINGS

Top 71

in Total Papers Downloads

166,458

SSRN CITATIONS
Rank 45,133

SSRN RANKINGS

Top 45,133

in Total Papers Citations

12

CROSSREF CITATIONS

8

Scholarly Papers (7)

1.

Deep Reinforcement Learning for Portfolio Allocation

Risk Magazine Global Quant Network 2021
Number of pages: 26 Posted: 12 Aug 2021
Sandrine Ungari and Eric Benhamou
Société Générale and Université Paris Dauphine
Downloads 45,153 (64)
Citation 1

Abstract:

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DRL, Boosting

2.

Bridging the gap between Markowitz planning and deep reinforcement learning (ICAPS PRL Presentation Slides 2020)

Number of pages: 37 Posted: 25 Oct 2021
Université Paris Dauphine, Université Paris Dauphine, Société Générale and SGCIB
Downloads 38,510 (92)
Citation 1

Abstract:

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Deep RL, Markowitz, Convolution network

3.

Time your hedge with Deep Reinforcement Learning (ICAPS 2020 Presentation Slides)

Number of pages: 38 Posted: 20 Sep 2021
Université Paris Dauphine, Université Paris Dauphine, Société Générale and SGCIB
Downloads 31,029 (141)

Abstract:

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Deep Reinforcement Learning, Portfolio selection, Hedge

4.

Knowledge discovery with Deep RL for selecting financial hedges (AAAI 2021 KDF Presentation slides)

Number of pages: 19 Posted: 28 Sep 2021
Université Paris Dauphine, Université Paris Dauphine, Société Générale and SGCIB
Downloads 30,661 (143)
Citation 1

Abstract:

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Deep Reinforcement Learning, Hedge selection

5.

Time Your Hedge With Deep Reinforcement Learning

Number of pages: 10 Posted: 28 Jan 2021 Last Revised: 06 May 2021
Université Paris Dauphine, Université Paris Dauphine, Société Générale and SGCIB
Downloads 7,132 (1,905)
Citation 9

Abstract:

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Deep Reinforcement Learning, Portfolio selection

6.

Bridging the Gap Between Markowitz Planning and Deep Reinforcement Learning

Université Paris-Dauphine Research Paper No. 3702112
Number of pages: 9 Posted: 28 Jan 2021
Université Paris Dauphine, Université Paris Dauphine, Société Générale and SGCIB
Downloads 7,036 (1,953)
Citation 11

Abstract:

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Deep Reinforcement Learning, Portfolio selection

7.

AAMDRL: Augmented Asset Management With Deep Reinforcement Learning

Université Paris-Dauphine Research Paper No. 3702113
Number of pages: 15 Posted: 28 Jan 2021
Université Paris Dauphine, Université Paris Dauphine, Société Générale, Université Paris Dauphine and SGCIB
Downloads 6,937 (1,992)
Citation 1

Abstract:

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Deep Reinforcement Learning, Portfolio selection