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Anthony Coache
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Cited by
Year
Reinforcement learning with dynamic convex risk measures
A Coache, S Jaimungal
Mathematical Finance 34 (2), 557-587, 2024
162024
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
122023
Eliciting Risk Aversion with Inverse Reinforcement Learning via Interactive Questioning
Z Cheng, A Coache, S Jaimungal
arXiv preprint arXiv:2308.08427, 2023
12023
Optimisation stochastique de portefeuilles sous diverses mesures de risque
A Coache
Université du Québec à Montréal, 2020
2020
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Articles 1–4