Zhengyong Jiang
- Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization
2024/02/23 by Ruoyu Sun, Sun, Ruoyu, Angelos Stefanidis +5 · 2 citations
Decision Sciences · #Stock Market Forecasting Methods
- MTS: A deep reinforcement learning portfolio management framework with time-awareness and short-selling
2025/03/06 by Fengchen Gu, Zhengyong Jiang, Gu, Fengchen +9 · 1 citation
Decision Sciences · #Stock Market Forecasting Methods #Advanced Bandit Algorithms Research #Risk and Portfolio Optimization