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Developing A Multi-Agent and Self-Adaptive Framework with Deep
  Reinforcement Learning for Dynamic Portfolio Risk Management
v1v2 (latest)

Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management

1 February 2024
Zhenglong Li
Vincent Tam
Kwan L. Yeung
ArXiv (abs)PDFHTMLGithub

Papers citing "Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management"

6 / 6 papers shown
Robust Reinforcement Learning in Finance: Modeling Market Impact with Elliptic Uncertainty Sets
Robust Reinforcement Learning in Finance: Modeling Market Impact with Elliptic Uncertainty Sets
Shaocong Ma
Heng Huang
OODAIFinOffRL
386
0
0
22 Oct 2025
When Agents Trade: Live Multi-Market Trading Benchmark for LLM Agents
When Agents Trade: Live Multi-Market Trading Benchmark for LLM Agents
Lingfei Qian
Xueqing Peng
Yan Wang
Vincent J. Zhang
Huan He
...
Peng Lu
J. Nie
Guojun Xiong
J. Huang
Sophia Ananiadou
AIFinLLMAG
414
9
0
13 Oct 2025
DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization
DeltaHedge: A Multi-Agent Framework for Portfolio Options OptimizationPacific Asia Conference on Information Systems (PACIS), 2025
Feliks Bańka
Jarosław A. Chudziak
AIFin
178
4
0
16 Sep 2025
A Survey of Financial AI: Architectures, Advances and Open Challenges
A Survey of Financial AI: Architectures, Advances and Open Challenges
Junhua Liu
AIFin
334
13
0
01 Nov 2024
Developing An Attention-Based Ensemble Learning Framework for Financial
  Portfolio Optimisation
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation
Zhenglong Li
Vincent Tam
404
1
0
13 Apr 2024
Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning
Cost-Sensitive Portfolio Selection via Deep Reinforcement LearningIEEE Transactions on Knowledge and Data Engineering (TKDE), 2020
Yifan Zhang
P. Zhao
Qingyao Wu
Bin Li
Junzhou Huang
Zhuliang Yu
OOD
332
120
0
06 Mar 2020
1
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