Combining transformer based deep reinforcement learning with Black-Litterman model for portfolio optimization

Reinforcement Learning: A Survey

Leslie Pack Kaelbling, Michael L. Littman, Andrew Moore · Journal of Artificial Intelligence Research · 1996 · 8.8K citations · Full text

Business, Computer Science, Artificial Intelligence +15

Portfolio Selection

Harry M. Markowitz · The Journal of Finance · 1952 · 4.5K citations

Are Transformers Effective for Time Series Forecasting?

Ailing Zeng, Muxi Chen, Lei Zhang et al. · Proceedings of the AAAI Conference on Artificial Intelligence · 2023 · 2.6K citations · Full text

Computing, Computer Science, Forecasting +15

Global Portfolio Optimization

Fischer Black, Robert B. Litterman · Financial Analysts Journal · 1992 · 1.8K citations

Business, Economics, Finance +12

The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?

Richard O. Michaud · Financial Analysts Journal · 1989 · 1.3K citations

Business, Economics, Finance +15