SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Trading financial indices with reinforcement learning agents · Study

ArticleShelves

ArticleTrading financial indices with reinforcement learning agents

Parag C. Pendharkar2018

Article2018

Trading financial indices with reinforcement learning agents

Parag C. Pendharkar · Patrick J. Cusatis

117 citations·0/0 files stored·Expert Systems with Applications

No readable copy stored yet — this record is metadata only.

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

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 117 citations exist upstream.

References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1959Portfolio Selection: Efficient Diversification of Investments 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations 1998Optimal control of execution costs 1966Filter Rules and Stock-Market Trading 2006Pairs Trading: Performance of a Relative-Value Arbitrage Rule 1961Price Movements in Speculative Markets : Trends or Random Walks 2001Learning to trade via direct reinforcement

Cited by

2020Deep reinforcement learning for portfolio management of markets with a dynamic number of assets 2020A Q-learning agent for automated trading in equity stock markets 2024Artificial intelligence techniques in financial trading: A systematic literature review 2021Graph-based stock correlation and prediction for high-frequency trading systems 2021Recent Advances in Reinforcement Learning in Finance 2021Dynamic portfolio rebalancing through reinforcement learning 2023Online portfolio management via deep reinforcement learning with high-frequency data 2021Intelligent Algorithmic Trading Strategy Using Reinforcement Learning and Directional Change

Details

Year2018

Typearticle

Published2018-03-05

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations117

Files0 public / 0

ShelfStock Market Forecasting Methods

Identifiers

doi10.1016/j.eswa.2018.02.032

openalex_workW2793864397

Links

Imported from OpenAlex (CC0) — nothing here is generated.