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Learning financial asset-specific trading rules via deep reinforcement learning
16 references·3 citing·48 second hop
Learning financial asset-specific trading rules via deep reinforcement learning (2022)Learning financial asset-specific trading…Deep Reinforcement Learning for Trading (2020)Deep Reinforcement Learning f…An Application of Deep Reinforcement Learning to Algorithmic Trading (2020)An Application of Deep Reinfo…Adaptive stock trading strategies with deep reinforcement learning methods (2020)Adaptive stock trading strate…Time-driven feature-aware jointly deep reinforcement learning for financial signal representation and algorithmic trading (2019)Time-driven feature-aware joi…Technical trading rules in the cryptocurrency market (2019)Technical trading rules in th…Application of deep reinforcement learning in stock trading strategies and stock forecasting (2019)Application of deep reinforce…A novel CNN-DDPG based AI-trader: Performance and roles in business operations (2019)A novel CNN-DDPG based AI-tra…Practical Deep Reinforcement Learning Approach for Stock Trading (2018)Practical Deep Reinforcement …Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep Direct Reinforcement Lea…Generating trading rules on the stock markets with genetic programming (2003)Generating trading rules on t…The profitability of moving average trading rules in South Asian stock markets (2001)The profitability of moving a…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Performance functions and reinforcement learning for trading systems and portfolios (1998)Performance functions and rei…The profitability of technical trading rules in the Asian stock markets (1995)The profitability of technica…The Sharpe Ratio (1994)The Sharpe RatioSimple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…The Evolution of Reinforcement Learning in Quantitative Finance: A Survey (2025)The Evolution of Reinforcemen…A novel deep reinforcement learning framework with BiLSTM-Attention networks for algorithmic trading (2023)A novel deep reinforcement le…Deep reinforcement learning based on transformer and U-Net framework for stock trading (2022)Deep reinforcement learning b…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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Strategic decisions using the fuzzy PROMETHEE for IS outsourcing (2011)Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review (2015)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)Estimating betas from nonsynchronous data (1977)Permanent and Temporary Components of Stock Prices (1988)Market Efficiency and the Returns to Technical Analysis (1998)Tests of technical trading strategies in the emerging equity markets of Latin America and Asia (1999)The Behavior of Stock-Market Prices (1965)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Expected stock returns and volatility (1987)An Anatomy of Trading Strategies (1998)Chapter 24 Agent-based Computational Finance (2006)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)Deep learning-based feature engineering for stock price movement prediction (2018)Deep learning for financial applications : A survey (2020)Applications of deep learning in stock market prediction: Recent progress (2021)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Risk Aversion in the Small and in the Large (1976)Deep learning with long short-term memory networks for financial market predictions (2017)Deep Learning for Portfolio Optimization (2020)Deep learning in the stock market—a systematic survey of practice, backtesting, and applications (2022)An Overview of Machine Learning, Deep Learning, and Reinforcement Learning-Based Techniques in Quantitative Finance: Recent Progress and Challenges (2023)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Multi-step-ahead stock price index forecasting using long short-term memory model with multivariate empirical mode decomposition (2022)What Is Quantitative Research? An Overview and Guidelines (2024)Why Most Published Research Findings Are False (2005)Why Most Published Research Findings Are False (2005)Twitter mood predicts the stock market (2011)How are reinforcement learning and deep learning algorithms used for big data based decision making in financial industries–A review and research agenda (2022)Deep LSTM and LSTM-Attention Q-learning based reinforcement learning in oil and gas sector prediction (2023)
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References

  • 1994The Sharpe Ratio2,542 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading821 cited
  • 1995The profitability of technical trading rules in the Asian stock markets324 cited
  • 1998Performance functions and reinforcement learning for trading systems and portfolios292 cited
  • 2020Adaptive stock trading strategies with deep reinforcement learning methods263 cited
  • 2003Generating trading rules on the stock markets with genetic programming233 cited
  • 2020Deep Reinforcement Learning for Trading226 cited
  • 2020An Application of Deep Reinforcement Learning to Algorithmic Trading225 cited
  • 2001The profitability of moving average trading rules in South Asian stock markets178 cited
  • 2019Application of deep reinforcement learning in stock trading strategies and stock forecasting144 cited
  • 2019Time-driven feature-aware jointly deep reinforcement learning for financial signal representation and algorithmic trading124 cited
  • 2019Technical trading rules in the cryptocurrency market97 cited
  • 2018

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Practical Deep Reinforcement Learning Approach for Stock Trading
74 cited
  • 2019A novel CNN-DDPG based AI-trader: Performance and roles in business operations70 cited
  • Cited by

    • 2023A novel deep reinforcement learning framework with BiLSTM-Attention networks for algorithmic trading56 cited
    • 2022Deep reinforcement learning based on transformer and U-Net framework for stock trading37 cited
    • 2025The Evolution of Reinforcement Learning in Quantitative Finance: A Survey35 cited