G-Learning-Wealth-Management

This is the source code to accompany the paper Dixon, M. and I. Halperin, G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning, Risk.Net, July 2021

Please cite as @misc{dixon2020glearner, title={G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning}, author={Matthew Dixon and Igor Halperin}, year={2020}, eprint={2002.10990}, archivePrefix={arXiv}, primaryClass={q-fin.PM} }