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Adaptive stock trading strategies with deep reinforcement learning methods

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References

2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
2017A deep learning framework for financial time series using stacked autoencoders and long-short term memory1,131 cited
2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading821 cited
2016Forecasting daily stock market return using dimensionality reduction395 cited
2019Class-imbalanced dynamic financial distress prediction based on Adaboost-SVM ensemble combined with SMOTE and time weighting363 cited
2016Dynamic financial distress prediction with concept drift based on time weighting combined with Adaboost support vector machine ensemble173 cited

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2023

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A multi-agent reinforcement learning framework for optimizing financial trading strategies based on TimesNet

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