Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization

no code implementations • 23 Feb 2024 • Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su

However, typical DRL agents for portfolio optimization cannot learn a policy that is aware of the dynamic correlation between portfolio asset returns.

Portfolio Optimization

Atrial Septal Defect Detection in Children Based on Ultrasound Video Using Multiple Instances Learning

no code implementations • 6 Jun 2023 • Yiman Liu, Qiming Huang, Xiaoxiang Han, Tongtong Liang, Zhifang Zhang, Lijun Chen, Jinfeng Wang, Angelos Stefanidis, Jionglong Su, Jiangang Chen, Qingli Li, Yuqi Zhang

In addition, data from 30 children patients (15 positives and 15 negatives) are collected for clinician testing and compared to our model test results (these 30 samples do not participate in model training).

Defect Detection Specificity