MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization.

Hui Niu|Siyuan Li|Jian Li


Anthology ID:DBLP:conf/cikm/NiuLL22
Volume:Proceedings of the 31st ACM International Conference on Information & Knowledge Management, Atlanta, GA, USA, October 17-21, 2022
Year:2022
Venue:International Conference on Information and Knowledge Management (CIKM)
Publisher:ACM
Pages:1573-1583
URL:https://doi.org/10.1145/3511808.3557363
DOI:https://doi.org/10.1145/3511808.3557363
DBLP:conf/cikm/NiuLL22
BibTeX:
@inproceedings{niu-2022-metatrader, author = {Hui Niu and Siyuan Li and Jian Li}, editor = {Mohammad Al Hasan and Li Xiong}, title = {{MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization}}, booktitle = {{Proceedings of the 31st ACM International Conference on Information & Knowledge Management, Atlanta, GA, USA, October 17-21, 2022}}, pages = {1573--1583}, publisher = {ACM}, year = {2022}, url = {https://doi.org/10.1145/3511808.3557363}, doi = {https://doi.org/10.1145/3511808.3557363} }