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A Risk-sensitive Automatic Stock Trading Strategy Based on Deep Reinforcement Learning and Transformer

Linyu Li, Qi Liu, Yanjie Li, Yongjin Mu, Zheng Zhang. A Risk-sensitive Automatic Stock Trading Strategy Based on Deep Reinforcement Learning and Transformer. In 20th IEEE International Conference on Automation Science and Engineering, CASE 2024, Bari, Italy, August 28 - Sept. 1, 2024. pages 468-473, IEEE, 2024. [doi]

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