Multi-agent deep reinforcement learning algorithm with trend consistency regularization for portfolio management

Cong Ma, Jiangshe Zhang 0001, Zongxin Li, Shuang Xu. Multi-agent deep reinforcement learning algorithm with trend consistency regularization for portfolio management. Neural Computing and Applications, 35(9):6589-6601, March 2023. [doi]

@article{MaZLX23,
  title = {Multi-agent deep reinforcement learning algorithm with trend consistency regularization for portfolio management},
  author = {Cong Ma and Jiangshe Zhang 0001 and Zongxin Li and Shuang Xu},
  year = {2023},
  month = {March},
  doi = {10.1007/s00521-022-08011-9},
  url = {https://doi.org/10.1007/s00521-022-08011-9},
  researchr = {https://researchr.org/publication/MaZLX23},
  cites = {0},
  citedby = {0},
  journal = {Neural Computing and Applications},
  volume = {35},
  number = {9},
  pages = {6589-6601},
}