MTS: A deep reinforcement learning portfolio management framework with time-awareness and short-selling

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@article{9356d10474d244d2b158c81a99f208a2,

title = "MTS: A deep reinforcement learning portfolio management framework with time-awareness and short-selling",

author = "Fengchen Gu and Zhengyong Jiang and Garcia-Fern{\'a}ndez, \{{\'A}ngel F\} and Angelos Stefanidis and Jionglong Su and Huakang Li",

year = "2025",

language = "English",

pages = "1088467X261416593",

journal = "Intelligent Data Analysis",

issn = "1088-467X",

publisher = "SAGE Publications Sage UK: London, England",

}

TY - JOUR

T1 - MTS: A deep reinforcement learning portfolio management framework with time-awareness and short-selling

AU - Gu, Fengchen

AU - Jiang, Zhengyong

AU - Garcia-Fernández, Ángel F

AU - Stefanidis, Angelos

AU - Su, Jionglong

AU - Li, Huakang

PY - 2025

Y1 - 2025

UR - https://journals.sagepub.com/doi/abs/10.1177/1088467X261416593

M3 - Article

SN - 1088-467X

SP - 1088467X261416593

JO - Intelligent Data Analysis

JF - Intelligent Data Analysis

ER -