Adaptive Supervised Learning for Financial Markets Volatility Targeting Models. - Eric Benhamou; David Saltiel; Serge Tabachnik; Corentin Bourdeix; François Chareyron; Beatrice Guez (PKDD/ECML Workshops (2), 2021)

Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting. - Eric Benhamou; David Saltiel; Serge Tabachnik; Sui Kai Wong; François Chareyron (CoRR, 2021)