Deep Portfolio Optimization Modeling based on Conv-Transformers with Graph Attention Mechanism

Jifeng Sun, Wentao Fu, Jianwu Lin, Yong Jiang 0001, Shu-Tao Xia. Deep Portfolio Optimization Modeling based on Conv-Transformers with Graph Attention Mechanism. In International Joint Conference on Neural Networks, IJCNN 2022, Padua, Italy, July 18-23, 2022. pages 1-8, IEEE, 2022. [doi]

Abstract

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