Ruoyu Sun

14 papers Journal 7Unranked 7
YearRankTypeTitle / Venue / Authors
2025 J jnl
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning.
Complex Intell. Syst.
Ruoyu Sun, Yue Xi, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su
2025 J jnl
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning.
CoRR
Ruoyu Sun, Yue Xi, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su
2025 — conf
Deep Reinforcement Learning-Based Portfolio Optimization with Black-Litterman Model Under Elliptical Distributions.
ICIC (15)
Daniil Mikriukov, Ruoyu Sun, Zhengyong Jiang
2025 J jnl
Factor-MCLS: Multi-agent learning system with reward factor matrix and multi-critic framework for dynamic portfolio optimization.
CoRR
Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su
2025 J jnl
Time series is not enough: Financial Transformer Reinforcement Learning for portfolio management.
Neurocomputing
Xiaotian Ren, Ruoyu Sun, Zhengyong Jiang, Angelos Stefanidis, Hongbin Liu, Jionglong Su
2024 J jnl
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization.
CoRR
Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su
2024 J jnl
Combining transformer based deep reinforcement learning with Black-Litterman model for portfolio optimization.
Neural Comput. Appl.
Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang, Jionglong Su
2024 — conf
Dual Core Portfolio Strategy: A Deep RL & Multi-Agent Portfolio Strategy.
ICMML
Xiangyu Cui, Ruoyu Sun, Mian Zhou, Jionglong Su, Chengyu Wang, Zhengyong Jiang
2024 — conf
FinBPM: A Framework for Portfolio Management-based Financial Investor Behavior Perception Model.
EACL (1)
Zhilu Zhang, Procheta Sen, Zimu Wang, Ruoyu Sun, Zhengyong Jiang, Jionglong Su
2024 J jnl
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models.
Ann. Oper. Res.
Nuerxiati Abudurexiti, Kai He, Dongdong Hu, Svetlozar T. Rachev, Hasanjan Sayit, Ruoyu Sun
2023 — conf
Inculcating Morality in Machines...Applying Machine Ethics in the Creation of Ethically Intelligent Robots: The Case Study of Xiaoice.
ICDL
Yue Xi, Samiullah Paracha, Ruoyu Sun
2022 — conf
A Novel DenseNet-based Deep Reinforcement Framework for Portfolio Management.
CyberC
Ruoyi Gao, Fengchen Gu, Ruoyu Sun, Angelos Stefanidis, Xiaotian Ren, Jionglong Su
2022 — conf
Ghost Expectation Point with Deep Reinforcement Learning in Financial Portfolio Management.
CyberC
Xuting Yang, Ruoyu Sun, Xiaotian Ren, Angelos Stefanidis, Fengchen Gu, Jionglong Su
2022 — conf
MDAEN: Multi-Dimensional Attention-based Ensemble Network in Deep Reinforcement Learning Framework for Portfolio Management.
CyberC
Ruiyu Zhang, Xiaotian Ren, Fengchen Gu, Angelos Stefanidis, Ruoyu Sun, Jionglong Su