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Regime-switching recurrent reinforcement learning for investment decision making
14 references·2 citing·45 second hop
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1966Mutual Fund Performance3,932 cited
  • 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
  • 2001Learning to trade via direct reinforcement548 cited
  • 1992Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data384 cited
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  • 1992Some Relations Between Volatility and Serial Correlations in Stock Market Returns282 cited
  • 2005An automated FX trading system using adaptive reinforcement learning181 cited
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  • 2020What is the Value of the Cross-Sectional Approach to Deep Reinforcement Learning?

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36 cited
  • 2025The Evolution of Reinforcement Learning in Quantitative Finance: A Survey35 cited