Contrastive Learning and Reward Smoothing for Deep Portfolio Management

Yun-Hsuan Lien, Yuan-kui Li, Yu-Shuen Wang. Contrastive Learning and Reward Smoothing for Deep Portfolio Management. In Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence, IJCAI 2023, 19th-25th August 2023, Macao, SAR, China. pages 3966-3974, ijcai.org, 2023. [doi]

@inproceedings{LienLW23,
  title = {Contrastive Learning and Reward Smoothing for Deep Portfolio Management},
  author = {Yun-Hsuan Lien and Yuan-kui Li and Yu-Shuen Wang},
  year = {2023},
  doi = {10.24963/ijcai.2023/441},
  url = {https://doi.org/10.24963/ijcai.2023/441},
  researchr = {https://researchr.org/publication/LienLW23},
  cites = {0},
  citedby = {0},
  pages = {3966-3974},
  booktitle = {Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence, IJCAI 2023, 19th-25th August 2023, Macao, SAR, China},
  publisher = {ijcai.org},
}