Research output per year
Research output per year
Search results
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2024
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization
Jiang, Z., Su, J., Sun, R. & Stefanidis, A., May 2024, (Accepted/In press) In: Neural Computing and Applications. 36, 32, p. 20111-20146 36 p.Research output: Contribution to journal › Article › peer-review
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FinBPM: A Framework for Portfolio Management-based Financial Investor Behavior Perception Model
Zhang, Z., Sen, P., Wang, Z., Sun, R., Jiang, Z. & Su, J., Mar 2024, Proceedings of the 18th Conference of the European Chapter of the Association for Computational Linguistics . Graham, Y., Purver, M. & Purver, M. (eds.). Vol. Volume 1: Long Papers. p. 246-257 12 p. (EACL 2024 - 18th Conference of the European Chapter of the Association for Computational Linguistics, Proceedings of the Conference; vol. 1).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
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Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean–variance mixture models
Abudurexiti, N., He, K., Hu, D., Rachev, S. T., Sayit, H. & Sun, R., May 2024, In: Annals of Operations Research. 336, 1-2, p. 945-966 22 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Citations (Scopus)