Zhengyong Jiang

According to our database, Zhengyong Jiang authored at least 7 papers between 2019 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

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

Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su

CoRR, 2024

FinBPM: A Framework for Portfolio Management-based Financial Investor Behavior Perception Model.

Zhilu Zhang, Procheta Sen, Zimu Wang, Ruoyu Sun, Zhengyong Jiang, Jionglong Su

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.

Zitao Song, Yining Wang, Pin Qian, Sifan Song, Frans Coenen, Zhengyong Jiang, Jionglong Su

Appl. Intell., June, 2023

2022

The application of machine learning methods to portfolio management.

Zhengyong Jiang

PhD thesis, 2022

2021

A Framework of Hierarchical Deep Q-Network for Portfolio Management.

Yuan Gao, Ziming Gao, Yi Hu, Sifan Song, Zhengyong Jiang, Jionglong Su

Proceedings of the 13th International Conference on Agents and Artificial Intelligence, 2021

2020

Application of Deep Q-Network in Portfolio Management.

Ziming Gao, Yuan Gao, Yi Hu, Zhengyong Jiang, Jionglong Su

CoRR, 2020

2019

Long Short-Term Memory-based Multi-Period Price Prediction for Portfolio Management.

Zhengyong Jiang, Frans Coenen

Proceedings of the Machine Learning and Data Mining in Pattern Recognition, 2019