Relation-Aware Transformer for Portfolio Policy Learning

Ke Xu, Yifan Zhang 0004, Deheng Ye, Peilin Zhao, Mingkui Tan. Relation-Aware Transformer for Portfolio Policy Learning. In Christian Bessiere, editor, Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, IJCAI 2020 [scheduled for July 2020, Yokohama, Japan, postponed due to the Corona pandemic]. pages 4647-4653, ijcai.org, 2020. [doi]

Abstract

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