Interpretable End-to-end Portfolio Selection Strategy Based on Transformer and Key Features

Yong ZHANG, Jiahao LI, Yue LIU, Weiguo ZHANG

China Journal of Econometrics ›› 2024, Vol. 4 ›› Issue (5) : 1381-1407.

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China Journal of Econometrics ›› 2024, Vol. 4 ›› Issue (5) : 1381-1407. DOI: 10.12012/CJoE2024-0162

Interpretable End-to-end Portfolio Selection Strategy Based on Transformer and Key Features

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2024, 4(5): 1381-1407 https://doi.org/10.12012/CJoE2024-0162

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