Sun et al. "Asymmetric Graph-Based Deep Reinforcement Learning for Portfolio Optimization." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2024. doi:10.1007/978-3-031-70378-2_11
Markdown
[Sun et al. "Asymmetric Graph-Based Deep Reinforcement Learning for Portfolio Optimization." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2024.](https://mlanthology.org/ecmlpkdd/2024/sun2024ecmlpkdd-asymmetric/) doi:10.1007/978-3-031-70378-2_11
BibTeX
@inproceedings{sun2024ecmlpkdd-asymmetric,
title = {{Asymmetric Graph-Based Deep Reinforcement Learning for Portfolio Optimization}},
author = {Sun, Haoyu and Liu, Xin and Bian, Yuxuan and Zhu, Peng and Cheng, Dawei and Liang, Yuqi},
booktitle = {European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases},
year = {2024},
pages = {174-189},
doi = {10.1007/978-3-031-70378-2_11},
url = {https://mlanthology.org/ecmlpkdd/2024/sun2024ecmlpkdd-asymmetric/}
}