Jeremie Desgagne-Bouchard

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 2

Top Topics

Portfolio Management

Reinforcement Learning

Top Venues

Oper. Res. Lett.

Publications

Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault
WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management. Oper. Res. Lett. 51 (6) (2023)
Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault
WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management. CoRR (2021)