中国科学院数学与系统科学研究院期刊网
CJE
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, (5): 1381 -1407 .  DOI: 10.12012/CJoE2024-0162