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]

@inproceedings{XuZYZT20,
  title = {Relation-Aware Transformer for Portfolio Policy Learning},
  author = {Ke Xu and Yifan Zhang 0004 and Deheng Ye and Peilin Zhao and Mingkui Tan},
  year = {2020},
  doi = {10.24963/ijcai.2020/641},
  url = {https://doi.org/10.24963/ijcai.2020/641},
  researchr = {https://researchr.org/publication/XuZYZT20},
  cites = {0},
  citedby = {0},
  pages = {4647-4653},
  booktitle = {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]},
  editor = {Christian Bessiere},
  publisher = {ijcai.org},
}