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http://bura.brunel.ac.uk/handle/2438/30896| Title: | Context-Aware Frequency-Embedding Networks for Spatio-Temporal Portfolio Selection |
| Authors: | Liu, R Huang, H Ruf, J Liu, H Wu, Q |
| Keywords: | deep learning;graph neural networks;portfolio choice;reinforcement learning |
| Issue Date: | 2025 |
| Publisher: | SIAM |
| Citation: | Liu, R. et al. (2025) 'Context-Aware Frequency-Embedding Networks for Spatio-Temporal Portfolio Selection', Proceedings of the 25th SIAM International Conference on Data Mining (SDM), Alexandria, VA, USA, 1-3 May, pp. 1 - 12. |
| Abstract: | ... |
| URI: | https://bura.brunel.ac.uk/handle/2438/30896 |
| Other Identifiers: | ORCiD: Ruirui Liu https://orcid.org/0000-0002-7385-8492 |
| Appears in Collections: | Dept of Economics and Finance Embargoed Research Papers |
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|---|---|---|---|---|
| FullText.pdf | Embargoed until 1 May 2025. Copyright © 2025. Copyright retained by principal author’s organization.. SIAM authors are permitted to deposit the Author’s Accepted Manuscript (AAM) in an institutional or subject repository at the time of final publication with a CC BY license or another creative commons license as permitted under UKRI’s licensing requirements (Last Accessed: March 2022). See: https://epubs.siam.org/journal-authors#openaccess | 2.25 MB | Adobe PDF | View/Open |
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