Zhengyong Jiang
Orcid: 0000-0001-8873-4073
According to our database1,
Zhengyong Jiang
authored at least 18 papers
between 2019 and 2025.
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Bibliography
2025
Factor-MCLS: Multi-agent learning system with reward factor matrix and multi-critic framework for dynamic portfolio optimization.
CoRR, April, 2025
CoRR, March, 2025
MTS: A Deep Reinforcement Learning Portfolio Management Framework with Time-Awareness and Short-Selling.
CoRR, March, 2025
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning.
CoRR, January, 2025
Time series is not enough: Financial Transformer Reinforcement Learning for portfolio management.
Neurocomputing, 2025
Deep Multi-view Factor Entropy Pooling: A Novel Framework for Adaptive Portfolio Optimization.
Proceedings of the Advanced Intelligent Computing Technology and Applications, 2025
Deep Reinforcement Learning-Based Portfolio Optimization with Black-Litterman Model Under Elliptical Distributions.
Proceedings of the Advanced Intelligent Computing Technology and Applications, 2025
Advancing Low-Resource Machine Translation: A Unified Data Selection and Scoring Optimization Framework.
Proceedings of the Advanced Intelligent Computing Technology and Applications, 2025
KD-MSLRT: Lightweight Sign Language Recognition Model Based on Mediapipe and 3D to 1D Knowledge Distillation.
Proceedings of the AAAI-25, Sponsored by the Association for the Advancement of Artificial Intelligence, February 25, 2025
2024
Combining transformer based deep reinforcement learning with Black-Litterman model for portfolio optimization.
Neural Comput. Appl., November, 2024
Proceedings of the First International OpenKG Workshop: Large Knowledge-Enhanced Models co-locacted with The International Joint Conference on Artificial Intelligence (IJCAI 2024), 2024
Proceedings of the International Conference on Mathematics and Machine Learning, 2024
FinBPM: A Framework for Portfolio Management-based Financial Investor Behavior Perception Model.
Proceedings of the 18th Conference of the European Chapter of the Association for Computational Linguistics, 2024
2023
From deterministic to stochastic: an interpretable stochastic model-free reinforcement learning framework for portfolio optimization.
Appl. Intell., June, 2023
2022
PhD thesis, 2022
2021
Proceedings of the 13th International Conference on Agents and Artificial Intelligence, 2021
2020
2019
Long Short-Term Memory-based Multi-Period Price Prediction for Portfolio Management.
Proceedings of the Machine Learning and Data Mining in Pattern Recognition, 2019