Abhishek Mukhopadhyay

SGCIB

52 Place de l'Ellipse

La Défense, 92000

France

SCHOLARLY PAPERS

7

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Rank 154

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Top 154

in Total Papers Downloads

123,407

TOTAL CITATIONS
Rank 48,962

SSRN RANKINGS

Top 48,962

in Total Papers Citations

26

Scholarly Papers (7)

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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 38,684 (105)
Citation 1

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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 31,107 (165)

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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 30,730 (168)
Citation 1

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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 7,152 (2,136)
Citation 9

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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 7,053 (2,197)
Citation 14

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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 6,950 (2,241)
Citation 1

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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 1,731 (21,995)

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Volatility risk premium; Option realized volatility; Expected option returns