Zhengyong Jiang

Orcid: 0000-0001-8873-4073

According to our database1, Zhengyong Jiang authored at least 30 papers between 2019 and 2026.

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

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

Online presence:

On csauthors.net:

Bibliography

2026
MERIT: Multilingual Expert-Reward Informed Tuning for Chinese-Centric Low-Resource Machine Translation.
CoRR, April, 2026

SAGE: Sustainable Agent-Guided Expert-tuning for Culturally Attuned Translation in Low-Resource Southeast Asia.
Proceedings of the ACM Web Conference 2026, 2026

DeepGB-TB: A Risk-Balanced Cross-Attention Gradient-Boosted Convolutional Network for Rapid, Interpretable Tuberculosis Screening.
Proceedings of the Fortieth AAAI Conference on Artificial Intelligence, 2026

2025
SAMP-HDRL: Segmented Allocation with Momentum-Adjusted Utility for Multi-agent Portfolio Management via Hierarchical Deep Reinforcement Learning.
CoRR, December, 2025

Factor-MCLS: Multi-agent learning system with reward factor matrix and multi-critic framework for dynamic portfolio optimization.
CoRR, April, 2025

MTS: A Deep Reinforcement Learning Portfolio Management Framework with Time-Awareness and Short-Selling.
CoRR, March, 2025

Time series is not enough: Financial Transformer Reinforcement Learning for portfolio management.
Neurocomputing, 2025

A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning.
Complex Intell. Syst., 2025

LLM-Guided Evolutionary Strategy Generation for Quantitative Trading.
Proceedings of the IEEE International Conference on Systems, Man, and Cybernetics, 2025

MSWAL: 3D Multi-class Segmentation of Whole Abdominal Lesions Dataset.
Proceedings of the Medical Image Computing and Computer Assisted Intervention - MICCAI 2025, 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

MedFact: A Large-scale Chinese Dataset for Evidence-based Medical Fact-checking of LLM Responses.
Proceedings of the 2025 Conference on Empirical Methods in Natural Language Processing, 2025

FEC-Real: Enhancing Financial Time Series Task with a Hybrid Encoder.
Proceedings of the IEEE International Conference on Big Data, 2025

Memory Instance Gated Transformer Reinforcement Learning for Portfolio Management.
Proceedings of the IEEE International Conference on Big Data, 2025

Dynamic Knowledge Graph-Guided Deep Reinforcement Learning with Hierarchical Semantics Transformer for Portfolio Management.
Proceedings of the IEEE International Conference on Big Data, 2025

Mixture-of-Experts Liquid Financial Mamba Framework for Portfolio Management Based on Deep Reinforcement Learning.
Proceedings of the IEEE International Conference on Big Data, 2025

Silhouette-to-Contour Registration: Aligning Intraoral Scan Models with Cephalometric Radiographs.
Proceedings of the IEEE International Conference on Bioinformatics and Biomedicine, 2025

Dental3R: Geometry-Aware Pairing for Intraoral 3D Reconstruction from Sparse-View Photographs.
Proceedings of the IEEE International Conference on Bioinformatics and Biomedicine, 2025

KD-MSLRT: Lightweight Sign Language Recognition Model Based on Mediapipe and 3D to 1D Knowledge Distillation.
Proceedings of the Thirty-Ninth AAAI Conference on Artificial Intelligence, 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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