Asymmetric Graph-Based Deep Reinforcement Learning for Portfolio Optimization

Cite

Text

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/}
}