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Adaptive stock trading with dynamic asset allocation using reinforcement learning
8 references·7 citing·48 second hop
Adaptive stock trading with dynamic asset allocation using reinforcement learning (2005)Adaptive stock trading with dynamic asset…A hybrid genetic-neural architecture for stock indexes forecasting (2003)A hybrid genetic-neural archi…Regression methods for pricing complex American-style options (2001)Regression methods for pricin…Learning to trade via direct reinforcement (2001)Learning to trade via direct …Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks (1998)Comparative study of stock tr…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Dividend yields and expected stock returns (1988)Dividend yields and expected …The new commodity trading systems and methods (1987)The new commodity trading sys…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetThe Evolution of Reinforcement Learning in Quantitative Finance: A Survey (2025)The Evolution of Reinforcemen…Deep Reinforcement Learning Model for Stock Portfolio Management Based on Data Fusion (2024)Deep Reinforcement Learning M…Reinforcement Learning for Quantitative Trading (2023)Reinforcement Learning for Qu…Multiagent-based deep reinforcement learning for risk-shifting portfolio management (2022)Multiagent-based deep reinfor…Beating the Stock Market with a Deep Reinforcement Learning Day Trading System (2020)Beating the Stock Market with…Reinforcement Learning in Stock Trading (2019)Reinforcement Learning in Sto…Stock Trading with Random Forests, Trend Detection Tests and Force Index Volume Indicators (2013)Stock Trading with Random For…The Behavior of Stock-Market Prices (1965)Generalized autoregressive conditional heteroskedasticity (1986)Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs) (2008)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)The Econometrics of Financial Markets (2012)Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction (2018)The General Theory of Employment, Interest and Money. 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this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 2001Regression methods for pricing complex American-style options612 cited
  • 2001Learning to trade via direct reinforcement548 cited
  • 1998Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks537 cited
  • 2003A hybrid genetic-neural architecture for stock indexes forecasting320 cited
  • 1987The new commodity trading systems and methods61 cited

Cited by

  • 2023Reinforcement Learning for Quantitative Trading77 cited
  • 2019Reinforcement Learning in Stock Trading54 cited
  • 2022Multiagent-based deep reinforcement learning for risk-shifting portfolio management47 cited
  • 2013Stock Trading with Random Forests, Trend Detection Tests and Force Index Volume Indicators37 cited
  • 2025The Evolution of Reinforcement Learning in Quantitative Finance: A Survey35 cited
  • 2020Beating the Stock Market with a Deep Reinforcement Learning Day Trading System34 cited
  • 2024Deep Reinforcement Learning Model for Stock Portfolio Management Based on Data Fusion

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32 cited