Haoyu Sun, Xin Liu, Yuxuan Bian, Peng Zhu, Dawei Cheng, Yuqi Liang. Asymmetric Graph-Based Deep Reinforcement Learning for Portfolio Optimization. In Albert Bifet, Tomas Krilavicius, Ioanna Miliou, Slawomir Nowaczyk, editors, Machine Learning and Knowledge Discovery in Databases. Applied Data Science Track - European Conference, ECML PKDD 2024, Vilnius, Lithuania, September 9-13, 2024, Proceedings, Part IX. Volume 14949 of Lecture Notes in Computer Science, pages 174-189, Springer, 2024. [doi]
Abstract is missing.