Abhishek Mukhopadhyay

SGCIB

52 Place de l'Ellipse

La Défense, 92000

France

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 130

SSRN RANKINGS

Top 130

in Total Papers Downloads

122,503

SSRN CITATIONS
Rank 46,559

SSRN RANKINGS

Top 46,559

in Total Papers Citations

10

CROSSREF CITATIONS

8

Scholarly Papers (7)

1.

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, Société Générale and SGCIB
Downloads 38,468 (90)

Abstract:

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Deep RL, Markowitz, Convolution network

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, Société Générale and SGCIB
Downloads 30,999 (133)

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, Société Générale and SGCIB
Downloads 30,638 (137)

Abstract:

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Deep Reinforcement Learning, Hedge selection

4.

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, Société Générale and SGCIB
Downloads 7,126 (1,854)
Citation 9

Abstract:

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Deep Reinforcement Learning, Portfolio selection

5.

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, Société Générale and SGCIB
Downloads 7,030 (1,901)
Citation 11

Abstract:

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Deep Reinforcement Learning, Portfolio selection

6.

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, Société Générale, Université Paris Dauphine and SGCIB
Downloads 6,933 (1,937)
Citation 1

Abstract:

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Deep Reinforcement Learning, Portfolio selection

7.

Linking the Performance of Vanilla Options to the Volatility Premium

Risk, July 2022
Number of pages: 17 Posted: 13 Sep 2021 Last Revised: 05 Jul 2023
Olivier Daviaud and Abhishek Mukhopadhyay
J.P. Morgan Securities plc and SGCIB
Downloads 1,309 (28,822)

Abstract:

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Volatility risk premium; Option realized volatility; Expected option returns