Liguo Weng, Xudong Sun 0010, Min Xia, Jia Liu, Yiqing Xu. Portfolio trading system of digital currencies: A deep reinforcement learning with multidimensional attention gating mechanism. Neurocomputing, 402:171-182, 2020. [doi]
@article{WengSXLX20,
title = {Portfolio trading system of digital currencies: A deep reinforcement learning with multidimensional attention gating mechanism},
author = {Liguo Weng and Xudong Sun 0010 and Min Xia and Jia Liu and Yiqing Xu},
year = {2020},
doi = {10.1016/j.neucom.2020.04.004},
url = {https://doi.org/10.1016/j.neucom.2020.04.004},
researchr = {https://researchr.org/publication/WengSXLX20},
cites = {0},
citedby = {0},
journal = {Neurocomputing},
volume = {402},
pages = {171-182},
}