Factor-MCLS: Multi-agent learning system with reward factor matrix and multi-critic framework for dynamic portfolio optimization

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Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding

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@inproceedings{73e0b67796ed478ba1c4a7be678a41e9,

title = "Factor-MCLS: Multi-agent learning system with reward factor matrix and multi-critic framework for dynamic portfolio optimization",

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

year = "2025",

language = "English",

volume = "2504.11874",

booktitle = "ArXiv.org",

}