"Combining transformer based deep reinforcement learning with ..."

Ruoyu Sun et al. (2024)

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DOI: 10.1007/S00521-024-09805-9

access: closed

type: Journal Article

metadata version: 2024-11-06

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Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su:
Combining transformer based deep reinforcement learning with Black-Litterman model for portfolio optimization. Neural Comput. Appl. 36(32): 20111-20146 (2024)

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