Truncated Quantile Critics Algorithm for Cryptocurrency Portfolio Optimization

Leibing Xiao, Xinchao Wei, Yuelei Xu, Xin Xu, Kun Gong, Huafeng Li, Fan Zhang. Truncated Quantile Critics Algorithm for Cryptocurrency Portfolio Optimization. In IEEE International Conference on Systems, Man, and Cybernetics, SMC 2023, Honolulu, Oahu, HI, USA, October 1-4, 2023. pages 2208-2213, IEEE, 2023. [doi]

@inproceedings{XiaoWXXGLZ23,
  title = {Truncated Quantile Critics Algorithm for Cryptocurrency Portfolio Optimization},
  author = {Leibing Xiao and Xinchao Wei and Yuelei Xu and Xin Xu and Kun Gong and Huafeng Li and Fan Zhang},
  year = {2023},
  doi = {10.1109/SMC53992.2023.10393867},
  url = {https://doi.org/10.1109/SMC53992.2023.10393867},
  researchr = {https://researchr.org/publication/XiaoWXXGLZ23},
  cites = {0},
  citedby = {0},
  pages = {2208-2213},
  booktitle = {IEEE International Conference on Systems, Man, and Cybernetics, SMC 2023, Honolulu, Oahu, HI, USA, October 1-4, 2023},
  publisher = {IEEE},
  isbn = {979-8-3503-3702-0},
}