{"title":"将基于变压器的深度强化学习与 Black-Litterman 模型相结合,实现投资组合优化","authors":"Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su","doi":"10.48550/arXiv.2402.16609","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":513202,"journal":{"name":"ArXiv","volume":"7 7","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization\",\"authors\":\"Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su\",\"doi\":\"10.48550/arXiv.2402.16609\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":513202,\"journal\":{\"name\":\"ArXiv\",\"volume\":\"7 7\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-08-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ArXiv\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.48550/arXiv.2402.16609\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ArXiv","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.48550/arXiv.2402.16609","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0