{"id":"https://openalex.org/W4309947077","doi":"https://doi.org/10.1007/s00521-022-08011-9","title":"Multi-agent deep reinforcement learning algorithm with trend consistency regularization for portfolio management","display_name":"Multi-agent deep reinforcement learning algorithm with trend consistency regularization for portfolio management","publication_year":2022,"publication_date":"2022-11-24","ids":{"openalex":"https://openalex.org/W4309947077","doi":"https://doi.org/10.1007/s00521-022-08011-9"},"language":"en","primary_location":{"id":"doi:10.1007/s00521-022-08011-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00521-022-08011-9","pdf_url":null,"source":{"id":"https://openalex.org/S147897268","display_name":"Neural Computing and Applications","issn_l":"0941-0643","issn":["0941-0643","1433-3058"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Neural Computing and Applications","raw_type":"journal-article"},"type":"article","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/A5060187092","display_name":"Cong Ma","orcid":"https://orcid.org/0000-0002-9367-5685"},"institutions":[{"id":"https://openalex.org/I37802460","display_name":"Northwest University","ror":"https://ror.org/00z3td547","country_code":"CN","type":"education","lineage":["https://openalex.org/I37802460"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Cong Ma","raw_affiliation_strings":["School of Economics and Management, Northwest University, No. 1 Xuefu Road, Xi\u2019an, 710127, People\u2019s Republic of China","School of Economics and Management, Northwest University, No. 1 Xuefu Road, Xi'an, 710127, People's Republic of China"],"raw_orcid":"https://orcid.org/0000-0002-9367-5685","affiliations":[{"raw_affiliation_string":"School of Economics and Management, Northwest University, No. 1 Xuefu Road, Xi\u2019an, 710127, People\u2019s Republic of China","institution_ids":["https://openalex.org/I37802460"]},{"raw_affiliation_string":"School of Economics and Management, Northwest University, No. 1 Xuefu Road, Xi'an, 710127, People's Republic of China","institution_ids":["https://openalex.org/I37802460"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5024880206","display_name":"Jiangshe Zhang","orcid":"https://orcid.org/0000-0002-8395-1180"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiangshe Zhang","raw_affiliation_strings":["School of Mathematics and Statistics, Xi\u2019an Jiaotong University, No. 28 West Xianning Road, Xi\u2019an, 710049, People\u2019s Republic of China","School of Mathematics and Statistics, Xi'an Jiaotong University, No. 28 West Xianning Road, Xi'an, 710049, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Xi\u2019an Jiaotong University, No. 28 West Xianning Road, Xi\u2019an, 710049, People\u2019s Republic of China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Xi'an Jiaotong University, No. 28 West Xianning Road, Xi'an, 710049, People's Republic of China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081254133","display_name":"Zongxin Li","orcid":null},"institutions":[{"id":"https://openalex.org/I37802460","display_name":"Northwest University","ror":"https://ror.org/00z3td547","country_code":"CN","type":"education","lineage":["https://openalex.org/I37802460"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zongxin Li","raw_affiliation_strings":["School of Economics and Management, Northwest University, No. 1 Xuefu Road, Xi\u2019an, 710127, People\u2019s Republic of China","School of Economics and Management, Northwest University, No. 1 Xuefu Road, Xi'an, 710127, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Northwest University, No. 1 Xuefu Road, Xi\u2019an, 710127, People\u2019s Republic of China","institution_ids":["https://openalex.org/I37802460"]},{"raw_affiliation_string":"School of Economics and Management, Northwest University, No. 1 Xuefu Road, Xi'an, 710127, People's Republic of China","institution_ids":["https://openalex.org/I37802460"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5042751094","display_name":"Shuang Xu","orcid":"https://orcid.org/0000-0001-9604-5323"},"institutions":[{"id":"https://openalex.org/I17145004","display_name":"Northwestern Polytechnical University","ror":"https://ror.org/01y0j0j86","country_code":"CN","type":"education","lineage":["https://openalex.org/I17145004"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shuang Xu","raw_affiliation_strings":["School of Mathematics and Statistics, Northwestern Polytechnical University, No. 127 West Youyi Road, Xi\u2019an, 710072, People\u2019s Republic of China","School of Mathematics and Statistics, Northwestern Polytechnical University, No. 127 West Youyi Road, Xi'an, 710072, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Northwestern Polytechnical University, No. 127 West Youyi Road, Xi\u2019an, 710072, People\u2019s Republic of China","institution_ids":["https://openalex.org/I17145004"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Northwestern Polytechnical University, No. 127 West Youyi Road, Xi'an, 710072, People's Republic of China","institution_ids":["https://openalex.org/I17145004"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5060187092"],"corresponding_institution_ids":["https://openalex.org/I37802460"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":3.2108,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.92409642,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"35","issue":"9","first_page":"6589","last_page":"6601"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9983000159263611,"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"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9983000159263611,"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":0.9952999949455261,"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"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9940000176429749,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.7180691361427307},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.637887716293335},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6129601001739502},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.5976269245147705},{"id":"https://openalex.org/keywords/regularization","display_name":"Regularization (linguistics)","score":0.5763617157936096},{"id":"https://openalex.org/keywords/value-at-risk","display_name":"Value at risk","score":0.5058362483978271},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.46571922302246094},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.43731093406677246},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4256677031517029},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.42059797048568726},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4011422097682953},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3487623333930969},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.26549646258354187},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.25092822313308716},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2495306432247162},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.17759278416633606},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.17649438977241516}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.7180691361427307},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.637887716293335},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6129601001739502},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.5976269245147705},{"id":"https://openalex.org/C2776135515","wikidata":"https://www.wikidata.org/wiki/Q17143721","display_name":"Regularization (linguistics)","level":2,"score":0.5763617157936096},{"id":"https://openalex.org/C94128290","wikidata":"https://www.wikidata.org/wiki/Q963287","display_name":"Value at risk","level":3,"score":0.5058362483978271},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.46571922302246094},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.43731093406677246},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4256677031517029},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.42059797048568726},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4011422097682953},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3487623333930969},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.26549646258354187},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.25092822313308716},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2495306432247162},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.17759278416633606},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17649438977241516},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00521-022-08011-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00521-022-08011-9","pdf_url":null,"source":{"id":"https://openalex.org/S147897268","display_name":"Neural Computing and Applications","issn_l":"0941-0643","issn":["0941-0643","1433-3058"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Neural Computing and Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G8779856710","display_name":null,"funder_award_id":"61976174","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W1977051850","https://openalex.org/W1995236272","https://openalex.org/W2106052345","https://openalex.org/W2257979135","https://openalex.org/W2346153109","https://openalex.org/W2625101268","https://openalex.org/W2783134749","https://openalex.org/W2795413297","https://openalex.org/W2798524681","https://openalex.org/W2938326684","https://openalex.org/W2963467914","https://openalex.org/W2967727187","https://openalex.org/W2984353433","https://openalex.org/W2985815252","https://openalex.org/W2996678997","https://openalex.org/W2997874851","https://openalex.org/W3019283343","https://openalex.org/W3035703686","https://openalex.org/W3041349757","https://openalex.org/W3070092463","https://openalex.org/W3087349278","https://openalex.org/W3114285181","https://openalex.org/W3158663546","https://openalex.org/W4200580349","https://openalex.org/W4248510338","https://openalex.org/W6601108242","https://openalex.org/W6607606998"],"related_works":["https://openalex.org/W4306904969","https://openalex.org/W2138720691","https://openalex.org/W4362501864","https://openalex.org/W4380318855","https://openalex.org/W3084456289","https://openalex.org/W2024136090","https://openalex.org/W2156844203","https://openalex.org/W2706244231","https://openalex.org/W1985038385","https://openalex.org/W3169128712"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":11},{"year":2023,"cited_by_count":2}],"updated_date":"2026-06-16T09:24:06.705377","created_date":"2025-10-10T00:00:00"}
