SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Diversity-driven knowledge distillation for financial trading using Deep Reinforcement Learning
10 references·1 citing·50 second hop
Diversity-driven knowledge distillation for financial trading using Deep Reinforcement Learning (2021)Diversity-driven knowledge distillation f…Price Trailing for Financial Trading Using Deep Reinforcement Learning (2020)Price Trailing for Financial …DeepLOB: Deep Convolutional Neural Networks for Limit Order Books (2019)DeepLOB: Deep Convolutional N…Deep Reinforcement Learning for Financial Trading Using Price Trailing (2019)Deep Reinforcement Learning f…Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks (2017)Forecasting Stock Prices from…Forecasting stochastic neural network based on financial empirical mode decomposition (2017)Forecasting stochastic neural…The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)The impact of microblogging d…Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep Direct Reinforcement Lea…Sentiment analysis on social media for stock movement prediction (2015)Sentiment analysis on social …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…Deep reinforcement learning for portfolio management (2023)Deep reinforcement learning f…The Adjustment of Stock Prices to New Information (1969)Efficient Capital Markets: II (1991)Twitter mood predicts the stock market (2011)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)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)Optimum consumption and portfolio rules in a continuous-time model (1971)Option pricing: A simplified approach (1979)A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (2017)Cryptocurrency portfolio management with deep reinforcement learning (2017)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)The Sharpe Ratio (1994)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)Noise Trader Risk in Financial Markets (1990)Investor Sentiment and the Cross‐Section of Stock Returns (2006)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Natural language based financial forecasting: a survey (2017)Predicting short-term stock prices using ensemble methods and online data sources (2018)Portfolio optimization with return prediction using deep learning and machine learning (2020)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)A theory of power-law distributions in financial market fluctuations (2003)Analysis of Financial Time Series (2006)A new hybrid financial time series prediction model (2020)Forecasting Nickel futures price based on the empirical wavelet transform and gradient boosting decision trees (2021)Asian stock markets closing index forecast based on secondary decomposition, multi-factor analysis and attention-based LSTM model (2022)A Coefficient of Agreement for Nominal Scales (1960)Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices (2000)Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis (2018)Stock Market Prediction Based on Generative Adversarial Network (2019)Comparing Predictive Accuracy (1994)Does Algorithmic Trading Improve Liquidity? (2011)Deep learning with long short-term memory networks for financial market predictions (2017)A novel deep learning framework: Prediction and analysis of financial time series using CEEMD and LSTM (2020)Deep Reinforcement Learning for Trading (2020)A comprehensive survey on deep neural networks for stock market: The need, challenges, and future directions (2021)Financial time series forecasting using support vector machines (2003)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Forecasting Fluctuations in the Financial Index Using a Recurrent Neural Network Based on Price Features (2020)Deep reinforcement learning for financial trading using multi-modal features (2023)Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Artificial intelligence techniques in financial trading: A systematic literature review (2024)
this work references cited by second hop

References

  • 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading821 cited
  • 2015Sentiment analysis on social media for stock movement prediction626 cited
  • 2001Learning to trade via direct reinforcement548 cited
  • 2016The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices399 cited
  • 2017Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks394 cited
  • 1998Performance functions and reinforcement learning for trading systems and portfolios292 cited
  • 2019DeepLOB: Deep Convolutional Neural Networks for Limit Order Books288 cited
  • 2017Forecasting stochastic neural network based on financial empirical mode decomposition110 cited
  • 2020Price Trailing for Financial Trading Using Deep Reinforcement Learning73 cited
  • 2019Deep Reinforcement Learning for Financial Trading Using Price Trailing48 cited

Cited by

  • 2023Deep reinforcement learning for portfolio management45 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work