{"id":"https://openalex.org/W4412477608","doi":"https://doi.org/10.1007/978-981-96-9914-8_23","title":"Deep Reinforcement Learning-Based Portfolio Optimization with Black-Litterman Model Under Elliptical Distributions","display_name":"Deep Reinforcement Learning-Based Portfolio Optimization with Black-Litterman Model Under Elliptical Distributions","publication_year":2025,"publication_date":"2025-01-01","ids":{"openalex":"https://openalex.org/W4412477608","doi":"https://doi.org/10.1007/978-981-96-9914-8_23"},"language":"en","primary_location":{"id":"doi:10.1007/978-981-96-9914-8_23","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-96-9914-8_23","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5093495504","display_name":"Daniil Mikriukov","orcid":"https://orcid.org/0009-0009-0265-1134"},"institutions":[{"id":"https://openalex.org/I69356397","display_name":"Xi\u2019an Jiaotong-Liverpool University","ror":"https://ror.org/03zmrmn05","country_code":"CN","type":"education","lineage":["https://openalex.org/I69356397"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Daniil Mikriukov","raw_affiliation_strings":["School of AI and Advanced Computing, Xi\u2019an Jiaotong-Liverpool University, Suzhou, China"],"raw_orcid":"https://orcid.org/0009-0009-0265-1134","affiliations":[{"raw_affiliation_string":"School of AI and Advanced Computing, Xi\u2019an Jiaotong-Liverpool University, Suzhou, China","institution_ids":["https://openalex.org/I69356397"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5014042408","display_name":"Ruoyu Sun","orcid":"https://orcid.org/0009-0002-6052-0051"},"institutions":[{"id":"https://openalex.org/I69356397","display_name":"Xi\u2019an Jiaotong-Liverpool University","ror":"https://ror.org/03zmrmn05","country_code":"CN","type":"education","lineage":["https://openalex.org/I69356397"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ruoyu Sun","raw_affiliation_strings":["School of AI and Advanced Computing, Xi\u2019an Jiaotong-Liverpool University, Suzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of AI and Advanced Computing, Xi\u2019an Jiaotong-Liverpool University, Suzhou, China","institution_ids":["https://openalex.org/I69356397"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011243810","display_name":"Zhengyong Jiang","orcid":"https://orcid.org/0000-0001-8873-4073"},"institutions":[{"id":"https://openalex.org/I69356397","display_name":"Xi\u2019an Jiaotong-Liverpool University","ror":"https://ror.org/03zmrmn05","country_code":"CN","type":"education","lineage":["https://openalex.org/I69356397"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Zhengyong Jiang","raw_affiliation_strings":["School of AI and Advanced Computing, Xi\u2019an Jiaotong-Liverpool University, Suzhou, China"],"raw_orcid":"https://orcid.org/0000-0001-8873-4073","affiliations":[{"raw_affiliation_string":"School of AI and Advanced Computing, Xi\u2019an Jiaotong-Liverpool University, Suzhou, China","institution_ids":["https://openalex.org/I69356397"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5011243810"],"corresponding_institution_ids":["https://openalex.org/I69356397"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"273","last_page":"284"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9972000122070312,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/black\u2013litterman-model","display_name":"Black\u2013Litterman model","score":0.814997673034668},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7671303153038025},{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.7631800174713135},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.57381671667099},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5453273057937622},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5229312181472778},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3481186330318451},{"id":"https://openalex.org/keywords/replicating-portfolio","display_name":"Replicating portfolio","score":0.08240768313407898},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.07672655582427979}],"concepts":[{"id":"https://openalex.org/C77913304","wikidata":"https://www.wikidata.org/wiki/Q879967","display_name":"Black\u2013Litterman model","level":5,"score":0.814997673034668},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7671303153038025},{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.7631800174713135},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.57381671667099},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5453273057937622},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5229312181472778},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3481186330318451},{"id":"https://openalex.org/C21099588","wikidata":"https://www.wikidata.org/wiki/Q7314068","display_name":"Replicating portfolio","level":4,"score":0.08240768313407898},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.07672655582427979},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-981-96-9914-8_23","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-96-9914-8_23","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/4","score":0.5699999928474426,"display_name":"Quality Education"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W1989275788","https://openalex.org/W1995834279","https://openalex.org/W2014459517","https://openalex.org/W2019796175","https://openalex.org/W2041282815","https://openalex.org/W2138490239","https://openalex.org/W2148654185","https://openalex.org/W2153580489","https://openalex.org/W2235645375","https://openalex.org/W2624385633","https://openalex.org/W2966021938","https://openalex.org/W2985815252","https://openalex.org/W3011591403","https://openalex.org/W3033882778","https://openalex.org/W3125503432","https://openalex.org/W3129190273","https://openalex.org/W3137745307","https://openalex.org/W3158809163","https://openalex.org/W3159643956","https://openalex.org/W3173204811","https://openalex.org/W4285011703","https://openalex.org/W4296591843","https://openalex.org/W4312055796","https://openalex.org/W4312071200","https://openalex.org/W4390339092","https://openalex.org/W4401487120","https://openalex.org/W6600756316","https://openalex.org/W6607606998","https://openalex.org/W6702088316"],"related_works":["https://openalex.org/W3144753570","https://openalex.org/W3125148470","https://openalex.org/W4360613713","https://openalex.org/W2316055288","https://openalex.org/W4206877017","https://openalex.org/W4225528185","https://openalex.org/W4249112627","https://openalex.org/W2068727170","https://openalex.org/W4327779378","https://openalex.org/W2367990330"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}