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A multi-agent reinforcement learning framework for optimizing financial trading strategies based on TimesNet
16 references·0 citing·50 second hopsampled
A multi-agent reinforcement learning framework for optimizing financial trading strategies based on TimesNet (2023)A multi-agent reinforcement learning fram…Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Generación de series de tiemp…Forecasting stock index price using the CEEMDAN-LSTM model (2021)Forecasting stock index price…A graph-based CNN-LSTM stock price prediction algorithm with leading indicators (2021)A graph-based CNN-LSTM stock …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…Adaptive Quantitative Trading: An Imitative Deep Reinforcement Learning Approach (2020)Adaptive Quantitative Trading…A new financial data forecasting model using genetic algorithm and long short-term memory network (2020)A new financial data forecast…A multi-layer and multi-ensemble stock trader using deep learning and deep reinforcement learning (2020)A multi-layer and multi-ensem…Time-driven feature-aware jointly deep reinforcement learning for financial signal representation and algorithmic trading (2019)Time-driven feature-aware joi…Stock Market Trend Prediction Using High-Order Information of Time Series (2019)Stock Market Trend Prediction…Deep Robust Reinforcement Learning for Practical Algorithmic Trading (2019)Deep Robust Reinforcement Lea…Application of deep reinforcement learning in stock trading strategies and stock forecasting (2019)Application of deep reinforce…Improving financial trading decisions using deep Q-learning: Predicting the number of shares, action strategies, and transfer learning (2018)Improving financial trading d…Algorithmic trading review (2013)Algorithmic trading reviewDoes Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…Learning to trade via direct reinforcement (2001)Learning to trade via direct …Continuous Auctions and Insider Trading (1985)Inferring Trade Direction from Intraday Data (1991)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Low-Latency Trading (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)High-Frequency Trading and Price Discovery (2014)Portfolio Selection: Efficient Diversification of Investments (1959)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)DeepLOB: Deep Convolutional Neural Networks for Limit Order Books (2019)The Pricing of Options and Corporate Liabilities (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Reinforcement Learning in Financial Markets (2019)Deep reinforcement learning for automated stock trading (2020)How are reinforcement learning and deep learning algorithms used for big data based decision making in financial industries–A review and research agenda (2022)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using support vector machines (2003)Deep learning with long short-term memory networks for financial market predictions (2017)Stock market prediction using deep learning algorithms (2021)Stock-Price Forecasting Based on XGBoost and LSTM (2021)Framework for Predicting and Modeling Stock Market Prices Based on Deep Learning Algorithms (2022)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Sharpe Ratio (1994)Deep LSTM with Reinforcement Learning Layer for Financial Trend Prediction in FX High Frequency Trading Systems (2019)A multi-agent deep reinforcement learning framework for algorithmic trading in financial markets (2022)Deep LSTM and LSTM-Attention Q-learning based reinforcement learning in oil and gas sector prediction (2023)A Stochastic Approximation Method (1951)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Deep learning for financial applications : A survey (2020)Applications of deep learning in stock market prediction: Recent progress (2021)Financial time series forecasting with multi-modality graph neural network (2021)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)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)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)Why Most Published Research Findings Are False (2005)Why Most Published Research Findings Are False (2005)Twitter mood predicts the stock market (2011)The use of technical analysis in the foreign exchange market (1992)The applications of artificial neural networks, support vector machines, and long–short term memory for stock market prediction (2021)A CNN-LSTM based deep learning model with high accuracy and robustness for carbon price forecasting: A case of Shenzhen's carbon market in China (2024)Data-driven stock forecasting models based on neural networks: A review (2024)Forecasting stock market movement direction with support vector machine (2004)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Integration of genetic algorithm with artificial neural network for stock market forecasting (2021)Forecasting crude oil futures prices using BiLSTM-Attention-CNN model with Wavelet transform (2022)
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References

  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 2021Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN)1,463 cited
  • 2001Learning to trade via direct reinforcement548 cited
  • 2021A graph-based CNN-LSTM stock price prediction algorithm with leading indicators332 cited
  • 2020Adaptive stock trading strategies with deep reinforcement learning methods263 cited
  • 2020An Application of Deep Reinforcement Learning to Algorithmic Trading225 cited
  • 2018Improving financial trading decisions using deep Q-learning: Predicting the number of shares, action strategies, and transfer learning204 cited
  • 2019Stock Market Trend Prediction Using High-Order Information of Time Series191 cited
  • 2021Forecasting stock index price using the CEEMDAN-LSTM model189 cited
  • 2019Deep Robust Reinforcement Learning for Practical Algorithmic Trading152 cited
  • 2019Application of deep reinforcement learning in stock trading strategies and stock forecasting144 cited
  • 2020Adaptive Quantitative Trading: An Imitative Deep Reinforcement Learning Approach141 cited
  • 2013Algorithmic trading review136 cited
  • 2020A multi-layer and multi-ensemble stock trader using deep learning and deep reinforcement learning136 cited

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  • 2020A new financial data forecasting model using genetic algorithm and long short-term memory network127 cited
  • 2019Time-driven feature-aware jointly deep reinforcement learning for financial signal representation and algorithmic trading124 cited
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