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"Multi-factor stock trading strategy based on DQN with multi-BiGRU and ..."

Wenjie Liu, Yuchen Gu, Yebo Ge (2024)

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DOI: 10.1007/S10489-024-05463-5

access: open

type: Journal Article

metadata version: 2024-06-08

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  dblp key:
  - journals/apin/LiuGG24
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  - https://dblp.org/rec/journals/apin/LiuGG24
Wenjie Liu, Yuchen Gu, Yebo Ge:
Multi-factor stock trading strategy based on DQN with multi-BiGRU and multi-head ProbSparse self-attention. Appl. Intell. 54(7): 5417-5440 (2024)

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