School of Economics and Management;
University of Chinese Academy of Sciences;
Beijing 100190;
China;
Academy of Mathematics and Systems Science;
Chinese Academy of Sciences;
Zhongguancun East Road;
#55;
Haidian District;
Beijing 100190;
China;
Center for Forecasting Science;
Chinese Academy of Sciences;
Beijing 100190;
China;
Portfolio optimization; Bitcoin; Deep learning; Reinforcement learning; Variational mode decomposition;