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Citations per year
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Cited by
All
Since 2019
Citations
29
29
h-index
2
2
i10-index
2
2
0
24
12
2023
2024
24
4
Co-authors
Sebastian Jaimungal
University of Toronto
Verified email at utoronto.ca
Álvaro Cartea
University of Oxford and Oxford-Man Institute
Verified email at maths.ox.ac.uk
Ziteng Cheng
Postdoctoral fellow, Department of Statistical Sciences, University of Toronto
Verified email at utoronto.ca
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Anthony Coache
University of Toronto
Verified email at mail.utoronto.ca -
Homepage
reinforcement learning
machine learning
mathematical finance
applied statistics
Articles
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Year
Reinforcement learning with dynamic convex risk measures
A Coache, S Jaimungal
Mathematical Finance 34 (2), 557-587
, 2024
16
2024
Conditionally elicitable dynamic risk measures for deep reinforcement learning
A Coache, S Jaimungal, Á Cartea
SIAM Journal on Financial Mathematics 14 (4), 1249-1289
, 2023
12
2023
Eliciting Risk Aversion with Inverse Reinforcement Learning via Interactive Questioning
Z Cheng, A Coache, S Jaimungal
arXiv preprint arXiv:2308.08427
, 2023
1
2023
Optimisation stochastique de portefeuilles sous diverses mesures de risque
A Coache
Université du Québec à Montréal
, 2020
2020
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