MDAEN: Multi-Dimensional Attention-based Ensemble Network in Deep Reinforcement Learning Framework for Portfolio Management

Autor: Ruiyu Zhang, Xiaotian Ren, Fengchen Gu, Angelos Stefanidis, Ruoyu Sun, Jionglong Su
Rok vydání: 2022
Zdroj: 2022 International Conference on Cyber-Enabled Distributed Computing and Knowledge Discovery (CyberC).
DOI: 10.1109/cyberc55534.2022.00031
Databáze: OpenAIRE