Sandrine Ungari

Societe Generale

52 Place de l'Ellipse

La Défense, 92000

France

SCHOLARLY PAPERS

7

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Top 139

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99,726

SSRN CITATIONS
Rank 47,205

SSRN RANKINGS

Top 47,205

in Total Papers Citations

4

CROSSREF CITATIONS

10

Scholarly Papers (7)

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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
Societe Generale and Université Paris Dauphine
Downloads 28,596 (106)

Abstract:

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DRL, Boosting

2.

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

Number of pages: 38 Posted: 20 Sep 2021
Eric Benhamou, David Saltiel, Sandrine Ungari and Abhishek Mukhopadhyay
Université Paris Dauphine, Université Paris Dauphine, Societe Generale and SGCIB
Downloads 19,021 (221)

Abstract:

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Deep Reinforcement Learning, Portfolio selection, Hedge

3.

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

Number of pages: 19 Posted: 28 Sep 2021
Eric Benhamou, David Saltiel, Sandrine Ungari and Abhishek Mukhopadhyay
Université Paris Dauphine, Université Paris Dauphine, Societe Generale and SGCIB
Downloads 16,259 (308)

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Deep Reinforcement Learning, Hedge selection

4.

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

Number of pages: 37 Posted: 25 Oct 2021
Eric Benhamou, David Saltiel, Sandrine Ungari and Abhishek Mukhopadhyay
Université Paris Dauphine, Université Paris Dauphine, Societe Generale and SGCIB
Downloads 14,929 (358)

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Deep RL, Markowitz, Convolution network

5.

Time Your Hedge With Deep Reinforcement Learning

Number of pages: 10 Posted: 28 Jan 2021 Last Revised: 06 May 2021
Eric Benhamou, David Saltiel, Sandrine Ungari and Abhishek Mukhopadhyay
Université Paris Dauphine, Université Paris Dauphine, Societe Generale and SGCIB
Downloads 7,070 (1,359)
Citation 7

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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
Eric Benhamou, David Saltiel, Sandrine Ungari and Abhishek Mukhopadhyay
Université Paris Dauphine, Université Paris Dauphine, Societe Generale and SGCIB
Downloads 6,959 (1,400)
Citation 8

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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
Eric Benhamou, David Saltiel, Sandrine Ungari, Jamal Atif and Abhishek Mukhopadhyay
Université Paris Dauphine, Université Paris Dauphine, Societe Generale, Université Paris Dauphine and SGCIB
Downloads 6,892 (1,432)
Citation 1

Abstract:

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Deep Reinforcement Learning, Portfolio selection