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@article{DBLP:journals/kbs/KangTKU24, author = {Martin Kang and Gary F. Templeton and Dong{-}Heon Kwak and Sungyong Um}, title = {Development of an {AI} framework using neural process continuous reinforcement learning to optimize highly volatile financial portfolios}, journal = {Knowl. Based Syst.}, volume = {300}, pages = {112017}, year = {2024}, url = {https://doi.org/10.1016/j.knosys.2024.112017}, doi = {10.1016/J.KNOSYS.2024.112017}, timestamp = {Fri, 19 Jul 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/kbs/KangTKU24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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