Zhengyong Jiang

Orcid: 0000-0001-8873-4073

According to our database1, Zhengyong Jiang authored at least 18 papers between 2019 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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In proceedings 
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PhD thesis 
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Links

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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

MSWAL: 3D Multi-class Segmentation of Whole Abdominal Lesions Dataset.
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

Knowledge Base-enhanced Multilingual Relation Extraction with Large Language Models.
Proceedings of the First International OpenKG Workshop: Large Knowledge-Enhanced Models co-locacted with The International Joint Conference on Artificial Intelligence (IJCAI 2024), 2024

Dual Core Portfolio Strategy: A Deep RL & Multi-Agent Portfolio Strategy.
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
The application of machine learning methods to portfolio management.
PhD thesis, 2022

2021
A Framework of Hierarchical Deep Q-Network for Portfolio Management.
Proceedings of the 13th International Conference on Agents and Artificial Intelligence, 2021

2020
Application of Deep Q-Network in Portfolio Management.
CoRR, 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


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