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Found 5 papers, 0 papers with code
YNetr: Dual-Encoder architecture on Plain Scan Liver Tumors (PSLT)
Concurrently, we utilized Dice coefficient as the metric for assessing the segmentation outcomes produced by YNetr, having advantage of capturing different frequency information.
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization
However, typical DRL agents for portfolio optimization cannot learn a policy that is aware of the dynamic correlation between portfolio asset returns.
CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy
To the best of our knowledge, our approach is the first to combine clustering methods and reinforcement learning methods for portfolio management in the context of multi-period trading.
A Deep Deterministic Policy Gradient-based Strategy for Stocks Portfolio Management
We compare the compound annual return rate of our strategy against seven other strategies, e. g., Uniform Buy and Hold, Exponential Gradient and Universal Portfolios.
Application of Deep Q-Network in Portfolio Management
This paper will introduce a strategy based on the classic Deep Reinforcement Learning algorithm, Deep Q-Network, for portfolio management in stock market.
