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MDAEN: Multi-Dimensional Attention-based Ensemble Network in Deep Reinforcement Learning Framework for Portfolio Management.
Ruiyu Zhang
Xiaotian Ren
Fengchen Gu
Angelos Stefanidis
Ruoyu Sun
Jionglong Su
Published in:
CyberC (2022)
Keyphrases
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multi dimensional
reinforcement learning
portfolio management
network structure
theoretical framework
communication networks
neural network
machine learning
decision making
long term
financial data