Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Multi-stage Bayesian Reinforcement Learning Robust Portfolio Selection Model
LI Roujia, DUAN Qihong, FENG Zhuohang, LIU Jia
Chinese Journal of Engineering Mathematics . 2024, (2): 232 -244 .  DOI: 10.3969/j.issn.1005-3085.2024.02.003