no code implementations • 13 Jul 2020 • Tarek Nassar, Sandro Ephrem
In this paper we present an asset allocation strategy based on the maximization of the Sortino ratio.
1 code implementation • 2 May 2019 • Shauharda Khadka, Somdeb Majumdar, Tarek Nassar, Zach Dwiel, Evren Tumer, Santiago Miret, Yinyin Liu, Kagan Tumer
Deep reinforcement learning algorithms have been successfully applied to a range of challenging control tasks.