jiahaoli57 / LSRE-CAAN

Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency data" Information Processing & Management, 2023, 60(3): 103247.

Home Page:https://www.sciencedirect.com/science/article/pii/S030645732200348X

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