Long Short-Term Memory-based Multi-Period Price Prediction for Portfolio Management. - Zhengyong Jiang; Frans Coenen (MLDM (1), 2019)

Application of Deep Q-Network in Portfolio Management. - Ziming Gao; Yuan Gao; Yi Hu; Zhengyong Jiang; Jionglong Su (CoRR, 2020)

A Framework of Hierarchical Deep Q-Network for Portfolio Management. - Yuan Gao; Ziming Gao; Yi Hu; Sifan Song; Zhengyong Jiang; Jionglong Su (ICAART (2), 2021)

The application of machine learning methods to portfolio management. - Zhengyong Jiang (2022)

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., 2023)

FinBPM: A Framework for Portfolio Management-based Financial Investor Behavior Perception Model. - Zhilu Zhang; Procheta Sen; Zimu Wang; Ruoyu Sun 007; Zhengyong Jiang; Jionglong Su (EACL (1), 2024)

Dual Core Portfolio Strategy: A Deep RL & Multi-Agent Portfolio Strategy. - Xiangyu Cui; Ruoyu Sun 007; Mian Zhou; Jionglong Su; Chengyu Wang 005; Zhengyong Jiang (ICMML, 2024)

Knowledge Base-enhanced Multilingual Relation Extraction with Large Language Models. - Tong Chen; Procheta Sen; Zimu Wang; Zhengyong Jiang; Jionglong Su (LKM@IJCAI, 2024)

Combining transformer based deep reinforcement learning with Black-Litterman model for portfolio optimization. - Ruoyu Sun 007; Angelos Stefanidis; Zhengyong Jiang; Jionglong Su (Neural Comput. Appl., 2024)

KD-MSLRT: Lightweight Sign Language Recognition Model Based on Mediapipe and 3D to 1D Knowledge Distillation. - Yulong Li; Bolin Ren; Ke Hu; Changyuan Liu; Zhengyong Jiang; Kang Dang; Jionglong Su (AAAI, 2025)

Advancing Low-Resource Machine Translation: A Unified Data Selection and Scoring Optimization Framework. - Zhixiang Lu; Peichen Ji; Yulong Li; Ding Sun; Chenyu Xue; Haochen Xue; Mian Zhou; Angelos Stefanidis; Jionglong Su; Zhengyong Jiang (ICIC (24), 2025)

Deep Reinforcement Learning-Based Portfolio Optimization with Black-Litterman Model Under Elliptical Distributions. - Daniil Mikriukov; Ruoyu Sun 007; Zhengyong Jiang (ICIC (15), 2025)

Deep Multi-view Factor Entropy Pooling: A Novel Framework for Adaptive Portfolio Optimization. - Owen Christopher Tjahyadi; Jionglong Su; Zhengyong Jiang (ICIC (15), 2025)

Time series is not enough: Financial Transformer Reinforcement Learning for portfolio management. - Xiaotian Ren; Ruoyu Sun 007; Zhengyong Jiang; Angelos Stefanidis; Hongbin Liu 007; Jionglong Su (Neurocomputing, 2025)

A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning. - Ruoyu Sun 007; Yue Xi; Angelos Stefanidis; Zhengyong Jiang; Jionglong Su (CoRR, 2025)

MTS: A Deep Reinforcement Learning Portfolio Management Framework with Time-Awareness and Short-Selling. - Fengchen Gu; Zhengyong Jiang; Ángel F. García-Fernández; Angelos Stefanidis; Jionglong Su; Huakang Li (CoRR, 2025)

MSWAL: 3D Multi-class Segmentation of Whole Abdominal Lesions Dataset. - Zhaodong Wu; Qiaochu Zhao; Ming Hu; Yulong Li; Haochen Xue; Kang Dang; Zhengyong Jiang; Angelos Stefanidis; Qiufeng Wang; Imran Razzak; Zongyuan Ge; Junjun He; et al. (CoRR, 2025)

Factor-MCLS: Multi-agent learning system with reward factor matrix and multi-critic framework for dynamic portfolio optimization. - Ruoyu Sun 007; Angelos Stefanidis; Zhengyong Jiang; Jionglong Su (CoRR, 2025)