Revolutionising Financial Portfolio Management: The Non-Stationary Transformer’s Fusion of Macroeconomic Indicators and Sentiment Analysis in a Deep Reinforcement Learning Framework

Revolutionising Financial Portfolio Management: The Non-Stationary Transformer’s Fusion of Macroeconomic Indicators and Sentiment Analysis in a Deep Reinforcement Learning Framework

In the evolving landscape of portfolio management (PM), the fusion of advanced machine learning techniques with traditional financial methodologies has opened new avenues for innovation. Our study introduces a cutting-edge model combining deep reinforcement learning (DRL) with a non-stationary trans...

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Bibliographic Details
Main Authors: Yuchen Liu, Daniil Mikriukov, Owen Christopher Tjahyadi, Gangmin Li, Terry R. Payne, Yong Yue, Kamran Siddique, Ka Lok Man
Format: Article
Language:English
Published: MDPI AG 2023-12-01
Series:Applied Sciences
Subjects:
portfolio management (PM)
deep reinforcement learning (DRL)
non-stationary transformer
sequential processing
data heterogeneity
market uncertainty
Online Access:https://www.mdpi.com/2076-3417/14/1/274

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