Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su
{"title":"Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization","authors":"Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su","doi":"10.48550/arXiv.2402.16609","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":513202,"journal":{"name":"ArXiv","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2024-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ArXiv","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.48550/arXiv.2402.16609","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}