A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning. Complex & intelligent system

Ruoyu Sun; Yue Xi; Angelos Stefanidis; Zhengyong Jiang; Jionglong Su

A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning. Complex & intelligent system

Ruoyu Sun, Yue Xi, Angelos Stefanidis, Zhengyong Jiang^*, Jionglong Su^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Complex and Intelligent Systems
Volume	11
Issue number	311
Publication status	Accepted/In press - 2025

Cite this

@article{cc76f2a7d7e34e0ebe0ea1f32055b1bc,

title = "A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning. Complex & intelligent system",

author = "Ruoyu Sun and Yue Xi and Angelos Stefanidis and Zhengyong Jiang and Jionglong Su",

year = "2025",

language = "English",

volume = "11",

journal = "Complex and Intelligent Systems",

issn = "2199-4536",

number = "311",

}

TY - JOUR

T1 - A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning. Complex & intelligent system

AU - Sun, Ruoyu

AU - Xi, Yue

AU - Stefanidis, Angelos

AU - Jiang, Zhengyong

AU - Su, Jionglong

PY - 2025

Y1 - 2025

M3 - Article

SN - 2199-4536

VL - 11

JO - Complex and Intelligent Systems

JF - Complex and Intelligent Systems

IS - 311

ER -