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Optimization of trading systems and portfolios
4 references·10 citing·35 second hop
Optimization of trading systems and portfolios (2002)Optimization of trading systems and portf…The Sharpe Ratio (1994)The Sharpe RatioMutual Fund Performance (1966)Mutual Fund PerformancePortfolio Selection: Efficient Diversification of Investments. (1960)Portfolio Selection: Efficien…Exposition of a New Theory on the Measurement of Risk (1954)Exposition of a New Theory on…Importance of Machine Learning in Making Investment Decision in Stock Market (2021)Importance of Machine Learnin…Deep Reinforcement Learning for Trading—A Critical Survey (2021)Deep Reinforcement Learning f…Grid Trading System Robot (GTSbot): A Novel Mathematical Algorithm for Trading FX Market (2019)Grid Trading System Robot (GT…Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning (2019)Deep Hedging: Hedging Derivat…Deep Hedging (2018)Deep HedgingRegime-switching recurrent reinforcement learning for investment decision making (2011)Regime-switching recurrent re…A dynamic neural network method for time series prediction using the KIII model (2004)A dynamic neural network meth…FX trading via recurrent reinforcement learning (2003)FX trading via recurrent rein…Cost functions and model combination for VaR-based asset allocation using neural networks (2001)Cost functions and model comb…Reinforcement learning for trading (1999)Reinforcement learning for tr…Portfolio Selection: Efficient Diversification of Investments (1959)The Econometrics of Financial Markets (1997)A Double-Stage Genetic Optimization Algorithm for Portfolio Selection (2006)An Intelligent Model for Pairs Trading Using Genetic Algorithms (2015)Machine Learning for Active Portfolio Management (2021)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Performance functions and reinforcement learning for trading systems and portfolios (1998)Deep Reinforcement Learning for Financial Trading Using Price Trailing (2019)Learning to trade via direct reinforcement (2001)Cryptocurrency Trading Using Machine Learning (2020)Learning to trade in financial time series using high-frequency through wavelet transformation and deep reinforcement learning (2021)Machine learning with Belief Rule-Based Expert Systems to predict stock price movements (2022)The Pricing of Options and Corporate Liabilities (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Backward Stochastic Differential Equations in Finance (1997)FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance (2021)FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance (2021)The Evolution of Reinforcement Learning in Quantitative Finance: A Survey (2025)Computational learning techniques for intraday FX trading using popular technical indicators (2001)A Biased-Randomized Iterated Local Search Algorithm for Rich Portfolio Optimization (2019)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Stock Closing Price Prediction using Machine Learning Techniques (2020)Optimizing Automated Trading Systems with Deep Reinforcement Learning (2023)FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design (2024)Resource Allocation Behavior in Conventional Channels (1987)Non‐additivity in portfolios of exploration activities: a real options‐based analysis of equity alliances in biotechnology (2004)Risk Aversion and Incentive Effects (2002)A perspective on judgment and choice: Mapping bounded rationality. (2003)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1966Mutual Fund Performance3,932 cited
  • 1954Exposition of a New Theory on the Measurement of Risk2,787 cited
  • 1994The Sharpe Ratio2,542 cited
  • 1960Portfolio Selection: Efficient Diversification of Investments.582 cited

Cited by

  • 2003FX trading via recurrent reinforcement learning66 cited
  • 1999Reinforcement learning for trading54 cited
  • 2021Deep Reinforcement Learning for Trading—A Critical Survey53 cited
  • 2001Cost functions and model combination for VaR-based asset allocation using neural networks50 cited
  • 2019Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning47 cited
  • 2019Grid Trading System Robot (GTSbot): A Novel Mathematical Algorithm for Trading FX Market47 cited
  • 2011Regime-switching recurrent reinforcement learning for investment decision making40 cited
  • 2021Importance of Machine Learning in Making Investment Decision in Stock Market35 cited
  • 2004A dynamic neural network method for time series prediction using the KIII model34 cited
  • 2018Deep Hedging25 cited

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