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Adaptive stock trading with dynamic asset allocation using reinforcement learning · Study

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ArticleAdaptive stock trading with dynamic asset allocation using reinforcement learning

O Jangmin2005

Article2005

Adaptive stock trading with dynamic asset allocation using reinforcement learning

O Jangmin · Jongwoo Lee · Jae Wook Lee · Byoung‐Tak Zhang

81 citations·0/0 files stored·Information Sciences

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

1992The Cross-Section of Expected Stock Returns 1988Dividend yields and expected stock returns 1973A Random Walk Down Wall Street 2001Regression methods for pricing complex American-style options 2001Learning to trade via direct reinforcement 1998Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks 2003A hybrid genetic-neural architecture for stock indexes forecasting 1987The new commodity trading systems and methods

Cited by

2023Reinforcement Learning for Quantitative Trading 2019Reinforcement Learning in Stock Trading 2022Multiagent-based deep reinforcement learning for risk-shifting portfolio management 2013Stock Trading with Random Forests, Trend Detection Tests and Force Index Volume Indicators 2025The Evolution of Reinforcement Learning in Quantitative Finance: A Survey 2020Beating the Stock Market with a Deep Reinforcement Learning Day Trading System

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Year2005

Typearticle

Published2005-12-13

VenueInformation Sciences

ISSN-L0020-0255

Languageen

Citations81

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/j.ins.2005.10.009

openalex_workW2052848417

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