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Systems· 2026Q2

Integrating Dynamic Graph Representation and Reinforcement Learning for Portfolio Optimization

Wensheng Wang, Qingbo Cheng

Short summary

A novel dynamic graph reinforcement learning (DyGRL) framework improved annualized returns by 3.21% (NDX) and 1.43% (CSI300) compared to baseline methods, using high-frequency market data.

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Field: Management Science and Operations Research

Management Science and Operations ResearchDecision Sciences