Dynamic Graph-based Deep Reinforcement Learning with Long and Short-term Relation Modeling for Portfolio Optimization.

@inproceedings{sun-2024-dynamic, author = {Haoyu Sun and Yuxuan Bian and Li Han and Peng Zhu and Dawei Cheng and Yuqi Liang}, editor = {Edoardo Serra and Francesca Spezzano}, title = {{Dynamic Graph-based Deep Reinforcement Learning with Long and Short-term Relation Modeling for Portfolio Optimization}}, booktitle = {{Proceedings of the 33rd ACM International Conference on Information and Knowledge Management, CIKM 2024, Boise, ID, USA, October 21-25, 2024}}, pages = {4898--4905}, publisher = {ACM}, year = {2024}, url = {https://doi.org/10.1145/3627673.3680039}, doi = {https://doi.org/10.1145/3627673.3680039} }