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Risk-Averse Trust Region Optimization for Reward-Volatility Reduction.

, , , , and . IJCAI, page 4583-4589. ijcai.org, (2020)Special Track on AI in FinTech.

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Risk-Averse Trust Region Optimization for Reward-Volatility Reduction., , , , and . IJCAI, page 4583-4589. ijcai.org, (2020)Special Track on AI in FinTech.Option hedging with risk averse reinforcement learning., , and . ICAIF, page 27:1-27:8. ACM, (2020)Dark-Pool Smart Order Routing: a Combinatorial Multi-armed Bandit Approach., , , , and . ICAIF, page 352-360. ACM, (2022)Risk-Averse Trust Region Optimization for Reward-Volatility Reduction., , , , and . CoRR, (2019)Reinforcement Learning for Credit Index Option Hedging., , , and . CoRR, (2023)Dealing with transaction costs in portfolio optimization: online gradient descent with momentum., , , and . ICAIF, page 11:1-11:8. ACM, (2020)Learning FX trading strategies with FQI and persistent actions., , , , , , , and . ICAIF, page 38:1-38:9. ACM, (2021)Augmenting traders with learning machines.. Polytechnic University of Milan, Italy, (2022)Conservative Online Convex Optimization., , , and . ECML/PKDD (1), volume 12975 of Lecture Notes in Computer Science, page 19-34. Springer, (2021)CVA Hedging with Reinforcement Learning., , , and . ICAIF, page 261-269. ACM, (2023)