MTS: A Deep Reinforcement Learning Portfolio Management Framework with Time-Awareness and Short-Selling

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

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@inproceedings{fc567497bae248fda9c8d6f471d5dac8,

title = "MTS: A Deep Reinforcement Learning Portfolio Management Framework with Time-Awareness and Short-Selling",

author = "Fengchen Gu and Zhengyong Jiang and Angel Garcia-Fernandez and Angelos Stefanidis and Jionglong Su and Huakang Li",

year = "2025",

language = "English",

volume = "2503.04143",

booktitle = "arXiv.org",

}