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Adaptive stock trading strategies with deep reinforcement learning methods · Study

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ArticleAdaptive stock trading strategies with deep reinforcement learning methods

Xing Wu2020

Article2020

Adaptive stock trading strategies with deep reinforcement learning methods

Xing Wu · Haolei Chen · Jianjia Wang · Luigi Troiano · Vincenzo Loia · Hamido Fujita

263 citations·0/0 files stored·Information Sciences

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Financial Analysis and Corporate Governance

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References

2017Deep learning with long short-term memory networks for financial market predictions 2017A deep learning framework for financial time series using stacked autoencoders and long-short term memory 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading 2016Forecasting daily stock market return using dimensionality reduction 2019Class-imbalanced dynamic financial distress prediction based on Adaboost-SVM ensemble combined with SMOTE and time weighting 2016Dynamic financial distress prediction with concept drift based on time weighting combined with Adaboost support vector machine ensemble

Cited by

2023An Overview of Machine Learning, Deep Learning, and Reinforcement Learning-Based Techniques in Quantitative Finance: Recent Progress and Challenges 2024What Is Quantitative Research? An Overview and Guidelines 2022Multi-step-ahead stock price index forecasting using long short-term memory model with multivariate empirical mode decomposition 2021Price graphs: Utilizing the structural information of financial time series for stock prediction 2020Deep reinforcement learning for portfolio management of markets with a dynamic number of assets 2023

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Year2020

Typearticle

Published2020-06-13

VenueInformation Sciences

ISSN-L0020-0255

Languageen

Citations263

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/j.ins.2020.05.066

openalex_workW3035574064

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