Portfolio trading system of digital currencies: A deep reinforcement learning with multidimensional attention gating mechanism

Author:

Weng Liguo,Sun Xudong,Xia MinORCID,Liu Jia,Xu Yiqing

Funder

Natural Science Foundation of Jiangsu Province

Publisher

Elsevier BV

Subject

Artificial Intelligence,Cognitive Neuroscience,Computer Science Applications

Reference27 articles.

1. Online portfolio selection: A survey;Li;ACM Computing Surveys (CSUR),2014

2. Portfolio selection;Markowitz;The journal of finance,1952

3. A comprehensive review of deterministic models and applications for mean-variance portfolio optimization;Kalayci;Expert Systems with Applications,2019

4. Pamr: Passive aggressive mean reversion strategy for portfolio selection;Li;Machine learning,2012

5. Confidence weighted mean reversion strategy for online portfolio selection;Li;ACM Transactions on Knowledge Discovery from Data (TKDD),2013

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