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Ruoyu Sun
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 3
Top Topics
Portfolio Management
Portfolio Optimization
Mixture Modeling
Top Venues
Ann. Oper. Res.
CoRR
EACL (1)
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Publications
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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.
CoRR
(2024)
Nuerxiati Abudurexiti
,
Kai He
,
Dongdong Hu
,
Svetlozar T. Rachev
,
Hasanjan Sayit
,
Ruoyu Sun
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models.
Ann. Oper. Res.
336 (1-2) (2024)
Zhilu Zhang
,
Procheta Sen
,
Zimu Wang
,
Ruoyu Sun
,
Zhengyong Jiang
,
Jionglong Su
FinBPM: A Framework for Portfolio Management-based Financial Investor Behavior Perception Model.
EACL (1)
(2024)