Neural-Progressive Hedging: Enforcing Constraints in Reinforcement
Learning with Stochastic ProgrammingConference on Uncertainty in Artificial Intelligence (UAI), 2022 |
Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for
Portfolio Optimization and Order ExecutionAAAI Conference on Artificial Intelligence (AAAI), 2020 |
Cost-Sensitive Portfolio Selection via Deep Reinforcement LearningIEEE Transactions on Knowledge and Data Engineering (TKDE), 2020 |
Reinforcement-Learning based Portfolio Management with Augmented Asset
Movement Prediction StatesAAAI Conference on Artificial Intelligence (AAAI), 2020 |