Sui Kai Wong

Lombard Odier Investment Management

3901, Two Exchange Square

8 Connaught Place

Hong Kong

Hong Kong

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 10,358

SSRN RANKINGS

Top 10,358

in Total Papers Downloads

6,630

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Adaptive Learning for Financial Markets Mixing Model-Based and Model-Free RL for Volatility Targeting

Forthcoming in AAMAS ALA 2021 workshop, Machine Learning Group, LAMSADE, Dauphine University, MILES Working paper
Number of pages: 10 Posted: 30 Apr 2021 Last Revised: 14 Jun 2021
Université Paris Dauphine, Université Paris Dauphine, Lombard Odier Investment Managers, Lombard Odier Investment Management and Lombard Odier Investment Managers
Downloads 6,630 (1,524)
Citation 1

Abstract:

Loading...

deep reinforcement learning, volatility targetting, model based RL, model free RL