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A Multi-objective Deep Reinforcement Learning Approach for Stock Index Future’s Intraday Trading
9 references·2 citing·47 second hop
A Multi-objective Deep Reinforcement Learning Approach for Stock Index Future’s Intraday Trading (2017)A Multi-objective Deep Reinforcement Lear…Deep Learning for Finance: Deep Portfolios (2016)Deep Learning for Finance: De…Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep Direct Reinforcement Lea…Forecasting S&P 500 index using artificial neural networks and design of experiments (2013)Forecasting S&P 500 index usi…A Multiagent Approach to $Q$-Learning for Daily Stock Trading (2007)A Multiagent Approach to $Q$-…An automated FX trading system using adaptive reinforcement learning (2005)An automated FX trading syste…Learning to trade via direct reinforcement (2001)Learning to trade via direct …Performance functions and reinforcement learning for trading systems and portfolios (1998)Performance functions and rei…Performance functions and reinforcement learning for trading systems and portfolios (1998)Performance functions and rei…Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks (1998)Comparative study of stock tr…Risk-Adjusted Deep Reinforcement Learning for Portfolio Optimization: A Multi-reward Approach (2025)Risk-Adjusted Deep Reinforcem…MCI-GRU: Stock prediction model based on multi-head cross-attention and improved GRU (2025)MCI-GRU: Stock prediction mod…Exposition of a New Theory on the Measurement of Risk (1954)Portfolio Selection: Efficient Diversification of Investments (1959)Mutual Fund Performance (1966)PAMR: Passive aggressive mean reversion strategy for portfolio selection (2012)Online portfolio selection (2014)An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown (2017)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Dual Stochastic Dominance and Related Mean-Risk Models (2002)An intelligent financial portfolio trading strategy using deep Q-learning (2020)Editorial for the Special Section on Humans, Algorithms, and Augmented Intelligence: The Future of Work, Organizations, and Society (2021)Stock market forecasting using a multi-task approach integrating long short-term memory and the random forest framework (2021)Asset returns and inflation (1977)Business conditions and expected returns on stocks and bonds (1989)Forecasting with artificial neural networks: (1998)A Comparison between Regression, Artificial Neural Networks and Support Vector Machines for Predicting Stock Market Index (2015)Lean Six Sigma project selection using hybrid approach based on fuzzy DEMATEL–ANP–TOPSIS (2015)Classification of intraday S&P500 returns with a Random Forest (2018)A Random Walk Down Wall Street (1973)Dividend yields and expected stock returns (1988)Reinforcement learning applied to Forex trading (2018)Application of Deep Reinforcement Learning on Automated Stock Trading (2019)A Q-learning agent for automated trading in equity stock markets (2020)Economic prediction using neural networks: the case of IBM daily stock returns (1988)Recognizing Financial Distress Patterns Using a Neural Network Tool (1993)Designing a neural network for forecasting financial and economic time series (1996)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Forecasting daily stock market return using dimensionality reduction (2016)Deep learning for financial applications : A survey (2020)Optimum consumption and portfolio rules in a continuous-time model (1971)Option pricing: A simplified approach (1979)A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (2017)Cryptocurrency portfolio management with deep reinforcement learning (2017)DeepLOB: Deep Convolutional Neural Networks for Limit Order Books (2019)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)The Sharpe Ratio (1994)Deep learning-based feature engineering for stock price movement prediction (2018)Applications of deep learning in stock market prediction: Recent progress (2021)A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)NSE Stock Market Prediction Using Deep-Learning Models (2018)Stock Market Prediction Using LSTM Recurrent Neural Network (2020)Portfolio Selection with Transaction Costs (1990)Performance Measurement in a Downside Risk Framework (1994)The Efficient Market Hypothesis and Its Critics (2003)Regime-switching recurrent reinforcement learning for investment decision making (2011)Sparse Coding-Inspired Optimal Trading System for HFT Industry (2015)Enhancing portfolio management using artificial intelligence: literature review (2024)
this work references cited by second hop

References

  • 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading821 cited
  • 2016Deep Learning for Finance: Deep Portfolios765 cited
  • 2001Learning to trade via direct reinforcement548 cited
  • 1998Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks537 cited
  • 1998Performance functions and reinforcement learning for trading systems and portfolios292 cited
  • 2005An automated FX trading system using adaptive reinforcement learning181 cited
  • 2013Forecasting S&P 500 index using artificial neural networks and design of experiments156 cited
  • 2007A Multiagent Approach to $Q$-Learning for Daily Stock Trading116 cited
  • 1998Performance functions and reinforcement learning for trading systems and portfolios59 cited

Cited by

  • 2025Risk-Adjusted Deep Reinforcement Learning for Portfolio Optimization: A Multi-reward Approach36 cited
  • 2025MCI-GRU: Stock prediction model based on multi-head cross-attention and improved GRU33 cited

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