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Learning to trade in financial time series using high-frequency through wavelet transformation and deep reinforcement learning
16 references·5 citing·47 second hopsampled
Learning to trade in financial time series using high-frequency through wavelet transformation and deep reinforcement learning (2021)Learning to trade in financial time serie…Forecasting stock prices with long-short term memory neural network based on attention mechanism (2020)Forecasting stock prices with…Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath (2020)Financial portfolio optimizat…Adaptive stock trading strategies with deep reinforcement learning methods (2020)Adaptive stock trading strate…A multi-layer and multi-ensemble stock trader using deep learning and deep reinforcement learning (2020)A multi-layer and multi-ensem…Reinforcement Learning in Financial Markets (2019)Reinforcement Learning in Fin…Application of deep reinforcement learning in stock trading strategies and stock forecasting (2019)Application of deep reinforce…Reinforcement learning applied to Forex trading (2018)Reinforcement learning applie…A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)A deep learning framework for…Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep Direct Reinforcement Lea…Wavelet low- and high-frequency components as features for predicting stock prices with backpropagation neural networks (2013)Wavelet low- and high-frequen…Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm (2010)Forecasting stock markets usi…An automated FX trading system using adaptive reinforcement learning (2005)An automated FX trading syste…Multiresolution forecasting for futures trading using wavelet decompositions (2001)Multiresolution forecasting f…Learning to trade via direct reinforcement (2001)Learning to trade via direct …Performance functions and reinforcement learning for trading systems and portfolios (1998)Performance functions and rei…The Sharpe Ratio (1994)The Sharpe RatioMajor Issues in High-Frequency Financial Data Analysis: A Survey of Solutions (2025)Major Issues in High-Frequenc…Enhancing portfolio management using artificial intelligence: literature review (2024)Enhancing portfolio managemen…GRU Neural Network Based on CEEMDAN–Wavelet for Stock Price Prediction (2023)GRU Neural Network Based on C…Stock Trading Strategies Based on Deep Reinforcement Learning (2022)Stock Trading Strategies Base…Dynamic stock-decision ensemble strategy based on deep reinforcement learning (2022)Dynamic stock-decision ensemb…Exposition of a New Theory on the Measurement of Risk (1954)Portfolio Selection: Efficient Diversification of Investments (1959)Mutual Fund Performance (1966)Online portfolio selection (2014)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Dual Stochastic Dominance and Related Mean-Risk Models (2002)Cryptocurrency portfolio management with deep reinforcement learning (2017)Stock market forecasting using a multi-task approach integrating long short-term memory and the random forest framework (2021)Forecasting enrollments based on fuzzy time series (1996)GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)Financial time series forecasting model based on CEEMDAN and LSTM (2018)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)How to Use Security Analysis to Improve Portfolio Selection (1973)Investment Analysis and Portfolio Management. (1979)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)Does it pay to be different? An analysis of the relationship between corporate social and financial performance (2008)Optimum consumption and portfolio rules in a continuous-time model (1971)Option pricing: A simplified approach (1979)DeepLOB: Deep Convolutional Neural Networks for Limit Order Books (2019)Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy (2020)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)Machine behaviour (2019)Artificial Intelligence and Management: The Automation-Augmentation Paradox (2020)Forecasting stock market movement direction with support vector machine (2004)Deep learning for event-driven stock prediction (2015)Computational Intelligence and Financial Markets: A Survey and Future Directions (2016)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Applications of deep learning in stock market prediction: Recent progress (2021)Application of support vector machines in financial time series forecasting (2001)Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models (2018)Stock closing price prediction based on sentiment analysis and LSTM (2019)The applications of artificial neural networks, support vector machines, and long–short term memory for stock market prediction (2021)Predicting stock market index using LSTM (2022)Forecasting Stock Market Prices Using Machine Learning and Deep Learning Models: A Systematic Review, Performance Analysis and Discussion of Implications (2023)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)A comprehensive review on multiple hybrid deep learning approaches for stock prediction (2022)Deep learning in the stock market—a systematic survey of practice, backtesting, and applications (2022)Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory (2023)Deep learning with long short-term memory networks for financial market predictions (2017)Multi-step-ahead stock price index forecasting using long short-term memory model with multivariate empirical mode decomposition (2022)An Overview of Machine Learning, Deep Learning, and Reinforcement Learning-Based Techniques in Quantitative Finance: Recent Progress and Challenges (2023)What Is Quantitative Research? An Overview and Guidelines (2024)
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References

  • 1994The Sharpe Ratio2,645 cited
  • 2017A deep learning framework for financial time series using stacked autoencoders and long-short term memory1,177 cited
  • 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading837 cited
  • 2001Learning to trade via direct reinforcement558 cited
  • 2020Forecasting stock prices with long-short term memory neural network based on attention mechanism403 cited
  • 2010Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm399 cited
  • 1998Performance functions and reinforcement learning for trading systems and portfolios311 cited
  • 2020Adaptive stock trading strategies with deep reinforcement learning methods263 cited
  • 2005An automated FX trading system using adaptive reinforcement learning181 cited
  • 2020Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath154 cited
  • 2019Reinforcement Learning in Financial Markets150 cited
  • 2019Application of deep reinforcement learning in stock trading strategies and stock forecasting144 cited
  • 2001Multiresolution forecasting for futures trading using wavelet decompositions137 cited
  • 2020A multi-layer and multi-ensemble stock trader using deep learning and deep reinforcement learning

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136 cited
  • 2018Reinforcement learning applied to Forex trading114 cited
  • 2013Wavelet low- and high-frequency components as features for predicting stock prices with backpropagation neural networks107 cited
  • Cited by

    • 2024Enhancing portfolio management using artificial intelligence: literature review54 cited
    • 2023GRU Neural Network Based on CEEMDAN–Wavelet for Stock Price Prediction51 cited
    • 2022Stock Trading Strategies Based on Deep Reinforcement Learning40 cited
    • 2022Dynamic stock-decision ensemble strategy based on deep reinforcement learning36 cited
    • 2025Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions28 cited