Place du Maréchal de Lattre de Tassigny
Paris, 75016
France
Université Paris-Dauphine, PSL Research University
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Deep Reinforcement Learning, Portfolio Selection
Deep Reinforcement Learning, Portfolio Allocation
deep reinforcement learning, portfolio allocation, risk-adjusted return, Sharpe ratio, financial markets
Trade Selection, OCA, Supervised Learning, Features Selection
Graphical Model, Natural Gradient, Overfitting
Imbalanced data
Financial time series, Tail events, Imbalanced data, Feature selection, Data augmentation
Markov Decision Processes, Zero-Sum Stochastic Games, Asymptotic Value, Gambling Houses, Mertens-Zamir System, Splitting Games, Persuasion
