Abhishek Mukhopadhyay

SGCIB

52 Place de l'Ellipse

La Défense, 92000

France

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 352

SSRN RANKINGS

Top 352

in Total Papers Downloads

71,029

SSRN CITATIONS
Rank 47,211

SSRN RANKINGS

Top 47,211

in Total Papers Citations

4

CROSSREF CITATIONS

10

Scholarly Papers (7)

1.

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 18,921 (221)

Abstract:

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Deep Reinforcement Learning, Portfolio selection, Hedge

2.

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 15,921 (319)

Abstract:

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Deep Reinforcement Learning, Hedge selection

3.

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 14,512 (375)

Abstract:

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Deep RL, Markowitz, Convolution network

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, Societe Generale and SGCIB
Downloads 7,069 (1,355)
Citation 7

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, Societe Generale and SGCIB
Downloads 6,958 (1,395)
Citation 8

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, Societe Generale, Université Paris Dauphine and SGCIB
Downloads 6,892 (1,428)
Citation 1

Abstract:

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Deep Reinforcement Learning, Portfolio selection

7.

Linking the Performance of Vanilla Options to the Volatility Premium

Number of pages: 17 Posted: 13 Sep 2021 Last Revised: 22 Apr 2022
Olivier Daviaud and Abhishek Mukhopadhyay
J.P. Morgan Securities plc and SGCIB
Downloads 756 (47,312)

Abstract:

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Volatility risk premium; Option realized volatility; Expected option returns