A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning

Ruoyu Sun 0007, Yue Xi, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su. A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning. Complex Intell. Syst., 11(7), 2025. [doi]

@article{SunXSJS25,
  title = {A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning},
  author = {Ruoyu Sun 0007 and Yue Xi and Angelos Stefanidis and Zhengyong Jiang and Jionglong Su},
  year = {2025},
  doi = {10.1007/s40747-025-01884-y},
  url = {https://doi.org/10.1007/s40747-025-01884-y},
  researchr = {https://researchr.org/publication/SunXSJS25},
  cites = {0},
  citedby = {0},
  journal = {Complex Intell. Syst.},
  volume = {11},
  number = {7},
}