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Deep reinforcement learning for portfolio management
14 references·0 citing·52 second hopsampled
Deep reinforcement learning for portfolio management (2023)Deep reinforcement learning for portfolio…Diversity-driven knowledge distillation for financial trading using Deep Reinforcement Learning (2021)Diversity-driven knowledge di…Reinforcement-Learning Based Portfolio Management with Augmented Asset Movement Prediction States (2020)Reinforcement-Learning Based …Portfolio optimization with return prediction using deep learning and machine learning (2020)Portfolio optimization with r…Mean–variance portfolio optimization using machine learning-based stock price prediction (2020)Mean–variance portfolio optim…A multi-layer and multi-ensemble stock trader using deep learning and deep reinforcement learning (2020)A multi-layer and multi-ensem…A deep Q-learning portfolio management framework for the cryptocurrency market (2020)A deep Q-learning portfolio m…A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning (2019)A constrained portfolio tradi…Trading financial indices with reinforcement learning agents (2018)Trading financial indices wit…Sentiment analysis on social media for stock movement prediction (2015)Sentiment analysis on social …Risk parity portfolios with risk factors (2015)Risk parity portfolios with r…The Properties of Equally Weighted Risk Contribution Portfolios (2010)The Properties of Equally Wei…Prediction-based portfolio optimization model using neural networks (2009)Prediction-based portfolio op…Algorithms for portfolio management based on the Newton method (2006)Algorithms for portfolio mana…Efficient market hypothesis and forecasting (2003)Efficient market hypothesis a…The Adjustment of Stock Prices to New Information (1969)Efficient Capital Markets: II (1991)Twitter mood predicts the stock market (2011)Natural language based financial forecasting: a survey (2017)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Time Series Analysis: Forecasting and Control (1977)A hybrid fuzzy rule-based multi-criteria framework for sustainable project portfolio selection (2012)Prediction-Based Portfolio Optimization Models Using Deep Neural Networks (2020)Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets (2023)Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment (1988)On‐Line Portfolio Selection Using Multiplicative Updates (1998)Efficient algorithms for online decision problems (2004)CORN (2011)PAMR: Passive aggressive mean reversion strategy for portfolio selection (2012)Moving average reversion strategy for on-line portfolio selection (2015)Comparing Predictive Accuracy (1994)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests (2015)Predicting the direction of stock market prices using tree-based classifiers (2018)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)A Signal Processing Perspective on Financial Engineering (2016)Risk parity portfolio optimization under a Markov regime-switching framework (2018)Diversification and portfolio theory: a review (2020)Analysis of Financial Time Series (2002)Deep Learning for Finance: Deep Portfolios (2016)DeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding (2021)Stock movement prediction via gated recurrent unit network based on reinforcement learning with incorporated attention mechanisms (2021)Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory (2023)Portfolio Selection: Efficient Diversification of Investments (1959)Optimization of conditional value-at-risk (2000)Deep learning with long short-term memory networks for financial market predictions (2017)Forecasting stock market for an efficient portfolio by combining XGBoost and Hilbert–Huang transform (2022)Financial applications of machine learning: A literature review (2023)Stock market prediction system with modular neural networks (1990)Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network (2008)Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach (2018)CLSTM: Deep Feature-Based Speech Emotion Recognition Using the Hierarchical ConvLSTM Network (2020)Deep learning-based exchange rate prediction during the COVID-19 pandemic (2021)A multi-agent deep reinforcement learning framework for algorithmic trading in financial markets (2022)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Deep Learning-based Integrated Framework for stock price movement prediction (2022)Portfolio Selection (1952)Portfolio Selection: Efficient Diversification of Investments. (1962)Optimal Portfolio Diversification Using the Maximum Entropy Principle (2008)60 Years of portfolio optimization: Practical challenges and current trends (2013)Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity (2022)
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References

  • 2010The Properties of Equally Weighted Risk Contribution Portfolios728 cited
  • 2015Sentiment analysis on social media for stock movement prediction626 cited
  • 2003Efficient market hypothesis and forecasting516 cited
  • 2020Mean–variance portfolio optimization using machine learning-based stock price prediction302 cited
  • 2020Portfolio optimization with return prediction using deep learning and machine learning299 cited
  • 2006Algorithms for portfolio management based on the Newton method239 cited
  • 2020Reinforcement-Learning Based Portfolio Management with Augmented Asset Movement Prediction States175 cited
  • 2009Prediction-based portfolio optimization model using neural networks171 cited
  • 2020A multi-layer and multi-ensemble stock trader using deep learning and deep reinforcement learning136 cited
  • 2015Risk parity portfolios with risk factors123 cited
  • 2018Trading financial indices with reinforcement learning agents117 cited
  • 2019A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning79 cited
  • 2020A deep Q-learning portfolio management framework for the cryptocurrency market72 cited
  • 2021Diversity-driven knowledge distillation for financial trading using Deep Reinforcement Learning46 cited

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