Si Shi, Jianjun Li, Guohui Li, Peng Pan, Ke Liu. XPM: An Explainable Deep Reinforcement Learning Framework for Portfolio Management. In Gianluca Demartini, Guido Zuccon, J. Shane Culpepper, Zi Huang, Hanghang Tong, editors, CIKM '21: The 30th ACM International Conference on Information and Knowledge Management, Virtual Event, Queensland, Australia, November 1 - 5, 2021. pages 1661-1670, ACM, 2021. [doi]
@inproceedings{ShiLLPL21,
title = {XPM: An Explainable Deep Reinforcement Learning Framework for Portfolio Management},
author = {Si Shi and Jianjun Li and Guohui Li and Peng Pan and Ke Liu},
year = {2021},
doi = {10.1145/3459637.3482494},
url = {https://doi.org/10.1145/3459637.3482494},
researchr = {https://researchr.org/publication/ShiLLPL21},
cites = {0},
citedby = {0},
pages = {1661-1670},
booktitle = {CIKM '21: The 30th ACM International Conference on Information and Knowledge Management, Virtual Event, Queensland, Australia, November 1 - 5, 2021},
editor = {Gianluca Demartini and Guido Zuccon and J. Shane Culpepper and Zi Huang and Hanghang Tong},
publisher = {ACM},
isbn = {978-1-4503-8446-9},
}