@inproceedings{ijcai2020p624,
  title     = {A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem},
  author    = {Huang, Xin and Li, Duan},
  booktitle = {Proceedings of the Twenty-Ninth International Joint Conference on
               Artificial Intelligence, {IJCAI-20}},
  publisher = {International Joint Conferences on Artificial Intelligence Organization},
  editor    = {Christian Bessiere},
  pages     = {4527--4533},
  year      = {2020},
  month     = {7},
  note      = {Special Track on AI in FinTech},
  doi       = {10.24963/ijcai.2020/624},
  url       = {https://doi.org/10.24963/ijcai.2020/624},
}