Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (Extended Abstract) - researchr publication related

researchr

You are not signed in
Sign in
Sign up

Yifan Zhang, Peilin Zhao, Qingyao Wu, Bin Li 0027, JunZhou Huang, Mingkui Tan. Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (Extended Abstract). In 39th IEEE International Conference on Data Engineering, ICDE 2023, Anaheim, CA, USA, April 3-7, 2023. pages 3771-3772, IEEE, 2023. [doi]

The following publications are possibly variants of this publication:

Cost-Sensitive Portfolio Selection via Deep Reinforcement LearningYifan Zhang 0004, Peilin Zhao, Qingyao Wu, Bin Li, JunZhou Huang, Mingkui Tan. tkde, 34(1):236-248, 2022. [doi]

Anti-drifting Feature Selection via Deep Reinforcement Learning (Student Abstract)Aoran Wang, Hongyang Yang, Feng Mao, Zongzhang Zhang, Yang Yu 0001, Xiaoyang Liu. AAAI 2023: 16356-16357 [doi]

Deep Residual Reinforcement Learning (Extended Abstract)Shangtong Zhang, Wendelin Boehmer, Shimon Whiteson. IJCAI 2021: 4869-4873 [doi]

Continual portfolio selection in dynamic environments via incremental reinforcement learningShu Liu, Bo Wang 0027, Huaxiong Li, Chunlin Chen, Zhi Wang. mlc, 14(1):269-279, January 2023. [doi]

Asset correlation based deep reinforcement learning for the portfolio selectionTianlong Zhao, Xiang Ma, Xuemei Li 0001, Caiming Zhang 0001. eswa, 221:119707, July 2023. [doi]

Online portfolio management via deep reinforcement learning with high-frequency dataJiahao Li, Yong Zhang, Xingyu Yang, Liangwei Chen. ipm, 60(3):103247, May 2023. [doi]

runs on WebDSL