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Reinforcement-Learning Based Portfolio Management with Augmented Asset Movement Prediction States
7 references·16 citing·46 second hop
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(1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Deep Learning Approach for Short-Term Stock Trends Prediction Based on Two-Stream Gated Recurrent Unit Network (2018)A novel ensemble deep learning model for stock prediction based on stock prices and news (2021)A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)NSE Stock Market Prediction Using Deep-Learning Models (2018)Deep learning for financial applications : A survey (2020)Stock Market Prediction Using LSTM Recurrent Neural Network (2020)PORTFOLIO SELECTION* (1952)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? 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this work references cited by second hop

References

  • 2002Analysis of Financial Time Series902 cited
  • 2016Deep Learning for Finance: Deep Portfolios765 cited
  • 2015Sentiment analysis on social media for stock movement prediction626 cited
  • 2012Evaluating sentiment in financial news articles322 cited
  • 2017A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem310 cited
  • 2014Using Structured Events to Predict Stock Price Movement: An Empirical Investigation283 cited
  • 2017An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown240 cited

Cited by

  • 2021DeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding141 cited
  • 2023Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory131 cited
  • 2021Stock movement prediction via gated recurrent unit network based on reinforcement learning with incorporated attention mechanisms85 cited
  • 2023Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach77 cited
  • 2024A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist74 cited
  • 2022Multi-scale local cues and hierarchical attention-based LSTM for stock price trend prediction73 cited

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  • 2024Deep Learning in Finance: A Survey of Applications and Techniques66 cited
  • 2023Online portfolio management via deep reinforcement learning with high-frequency data53 cited
  • 2022MetaTrader46 cited
  • 2023Deep reinforcement learning for portfolio management45 cited
  • 2021Commission Fee is not Enough: A Hierarchical Reinforced Framework for Portfolio Management43 cited
  • 2022Applying Artificial Intelligence in Cryptocurrency Markets: A Survey42 cited
  • 2021Improving Generalization in Reinforcement Learning–Based Trading by Using a Generative Adversarial Market Model42 cited
  • 2022GPM: A graph convolutional network based reinforcement learning framework for portfolio management39 cited
  • 2023StockFormer: Learning Hybrid Trading Machines with Predictive Coding39 cited
  • 2022Outperforming algorithmic trading reinforcement learning systems: A supervised approach to the cryptocurrency market35 cited