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"Conditional Value-at-Risk for Quantitative Trading: A Direct Reinforcement ..."

Ali Alameer, Khaled Alshehri (2022)

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DOI: 10.1109/CCTA49430.2022.9966017

access: closed

type: Conference or Workshop Paper

metadata version: 2023-08-04

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Ali Alameer, Khaled Alshehri:
Conditional Value-at-Risk for Quantitative Trading: A Direct Reinforcement Learning Approach. CCTA 2022: 1208-1213

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