{"id":"https://openalex.org/W4404332982","doi":"https://doi.org/10.1145/3695719.3695720","title":"A Deep Reinforcement Learning Model for Portfolio Management Incorporating Historical Stock Prices and Risk Information","display_name":"A Deep Reinforcement Learning Model for Portfolio Management Incorporating Historical Stock Prices and Risk Information","publication_year":2024,"publication_date":"2024-07-15","ids":{"openalex":"https://openalex.org/W4404332982","doi":"https://doi.org/10.1145/3695719.3695720"},"language":"en","primary_location":{"id":"doi:10.1145/3695719.3695720","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3695719.3695720","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2024 8th International Conference on Deep Learning Technologies","raw_type":"proceedings-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/A5100548371","display_name":"Hao Zhang","orcid":"https://orcid.org/0009-0008-9645-0300"},"institutions":[{"id":"https://openalex.org/I27357992","display_name":"Dalian University of Technology","ror":"https://ror.org/023hj5876","country_code":"CN","type":"education","lineage":["https://openalex.org/I27357992"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Hao Zhang","raw_affiliation_strings":["School of Control Science and Engineering, Dalian University of Technology, Dalian, Liaoning, China"],"affiliations":[{"raw_affiliation_string":"School of Control Science and Engineering, Dalian University of Technology, Dalian, Liaoning, China","institution_ids":["https://openalex.org/I27357992"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101650063","display_name":"Yan Fang","orcid":"https://orcid.org/0009-0006-8164-8811"},"institutions":[{"id":"https://openalex.org/I27357992","display_name":"Dalian University of Technology","ror":"https://ror.org/023hj5876","country_code":"CN","type":"education","lineage":["https://openalex.org/I27357992"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yan Fang","raw_affiliation_strings":["School of Control Science and Engineering, Dalian University of Technology, Dalian, Liaoning, China"],"affiliations":[{"raw_affiliation_string":"School of Control Science and Engineering, Dalian University of Technology, Dalian, Liaoning, China","institution_ids":["https://openalex.org/I27357992"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100374771","display_name":"Xiaodong Liu","orcid":"https://orcid.org/0000-0001-8652-9818"},"institutions":[{"id":"https://openalex.org/I27357992","display_name":"Dalian University of Technology","ror":"https://ror.org/023hj5876","country_code":"CN","type":"education","lineage":["https://openalex.org/I27357992"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"XiaoDong Liu","raw_affiliation_strings":["School of Control Science and Engineering, Dalian University of Technology, Dalian, Liaoning, China and Dalian Dongteng Data Technology Co.,LTD, Dalian, Liaoning, China"],"affiliations":[{"raw_affiliation_string":"School of Control Science and Engineering, Dalian University of Technology, Dalian, Liaoning, China and Dalian Dongteng Data Technology Co.,LTD, Dalian, Liaoning, China","institution_ids":["https://openalex.org/I27357992"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100548371"],"corresponding_institution_ids":["https://openalex.org/I27357992"],"apc_list":null,"apc_paid":null,"fwci":1.032,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.80480676,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"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":0.9994999766349792,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994000196456909,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9922999739646912,"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/reinforcement-learning","display_name":"Reinforcement learning","score":0.8040288686752319},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5891079902648926},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5413901209831238},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.5393656492233276},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5242881178855896},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.4340587854385376},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.41772282123565674},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.2867630124092102},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.19930770993232727},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1734028458595276},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.12966927886009216},{"id":"https://openalex.org/keywords/management","display_name":"Management","score":0.10152745246887207},{"id":"https://openalex.org/keywords/project-management","display_name":"Project management","score":0.08705374598503113}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.8040288686752319},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5891079902648926},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5413901209831238},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.5393656492233276},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5242881178855896},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.4340587854385376},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.41772282123565674},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2867630124092102},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.19930770993232727},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1734028458595276},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.12966927886009216},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.10152745246887207},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.08705374598503113},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3695719.3695720","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3695719.3695720","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2024 8th International Conference on Deep Learning Technologies","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W1571918412","https://openalex.org/W1983636075","https://openalex.org/W2064675550","https://openalex.org/W2134807435","https://openalex.org/W2165150801","https://openalex.org/W2787938642","https://openalex.org/W2892412430","https://openalex.org/W2965672544","https://openalex.org/W2982599009","https://openalex.org/W3017229010","https://openalex.org/W3175835345","https://openalex.org/W4200140111","https://openalex.org/W4238892808","https://openalex.org/W4293054868"],"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/W4391331176","https://openalex.org/W2031695474","https://openalex.org/W2505446557","https://openalex.org/W3198108659"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2025-12-22T23:10:17.713674","created_date":"2025-10-10T00:00:00"}
