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Gianmarco Reho
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 1
Top Topics
Foreign Exchange
Risk Aversion
Portfolio Management
Multistage
Top Venues
ICAIF
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Publications
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Lorenzo Bisi
,
Pierre Liotet
,
Luca Sabbioni
,
Gianmarco Reho
,
Nico Montali
,
Marcello Restelli
,
Cristiana Corno
Foreign exchange trading: a risk-averse batch reinforcement learning approach.
ICAIF
(2020)