Irregular text refers to text with incomplete sequence information of the sentence or text that does not meet normal grammatical specifications, such as Weibo text. Existing named entity recognition algorithms recognize such text, the effect is poor due to the lack of context information. Because the attention mechanism has advantages in obtaining contextual information, we merge part-of-speech attention with the BI-LSTM-CRF model and propose a BLAC model. We tested on several public datasets and compared the results with the basic model BI-LSTM-CRF. The results show that the method we proposed has a certain improvement in the entity recognition of irregular short text.

Portfolio management remains a crucial challenge in finance, with traditional methods often falling short in complex and volatile market environments. While deep reinforcement approaches have shown promise, they still face limitations in dynamic risk management, exploitation of temporal markets, and incorporation of complex trading strategies such as short-selling. These limitations can lead to suboptimal portfolio performance, increased vulnerability to market volatility, and missed opportunities in capturing potential returns from diverse market conditions. This paper introduces a Deep Reinforcement Learning Portfolio Management Framework with Time-Awareness and Short-Selling (MTS), offering a robust and adaptive strategy for sustainable investment performance. This framework utilizes a novel encoder-attention mechanism to address the limitations by incorporating temporal market characteristics, a parallel strategy for automated short-selling based on market trends, and risk management through innovative Incremental Conditional Value at Risk, enhancing adaptability and performance. Experimental validation on five diverse datasets from 2019 to 2023 demonstrates MTS’s superiority over traditional algorithms and advanced machine learning techniques. MTS consistently achieves higher cumulative returns, Sharpe, Omega, and Sortino ratios, underscoring its effectiveness in balancing risk and return while adapting to market dynamics. MTS demonstrates an average relative increase of 30.67 % in cumulative returns and 29.33 % in Sharpe ratio compared to the next best-performing strategies across various datasets.