Login / Signup
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization.
Ruoyu Sun
Angelos Stefanidis
Zhengyong Jiang
Jionglong Su
Published in:
CoRR (2024)
Keyphrases
</>
portfolio optimization
reinforcement learning
cost function
objective function
probability distribution
long term
multi objective
management system
optimization method
historical data
decision theoretic
investment decisions