Recently, models that based on Transformer (Vaswani et al., 2017) have yielded superior
results in many sequence modeling tasks. The ability of Transformer to capture long-range …

In recent years, online portfolio selection (OLPS) has received more and more attention from
quantitative investment and artificial intelligence communities. This paper first improves a …

Abstract Machine learning algorithms have been widely used to establish online portfolio
selection strategies. Meta-algorithm, one of the machine learning algorithms, has the …

Online portfolio selection provides sequential decision-making on asset allocation without
estimating the distribution function of asset return in advance, which is suitable for complex …

The online portfolio selection (OLPS) problem differs from classical portfolio model
problems, as it involves making sequential investment decisions. Many OLPS strategies …

Online portfolio selection is a decision-making problem of how to dynamically adjust asset
positions based on historical price sequences. The existing works on online portfolio …