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A deep Q-learning based algorithmic trading system for commodity futures markets
16 references·0 citing·51 second hop
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References

  • 2003Options, Futures and Other Derivatives3,864 cited
  • 2001Optimal execution of portfolio transactions1,598 cited
  • 1999Using genetic algorithms to find technical trading rules868 cited
  • 2006Financial econometric analysis at ultra-high frequency: Data handling concerns291 cited
  • 2006Reinforcement learning for optimized trade execution285 cited
  • 2020Adaptive stock trading strategies with deep reinforcement learning methods263 cited
  • 2020Multi-DQN: An ensemble of Deep Q-learning agents for stock market forecasting227 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
  • 2015Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review184 cited
  • 2005An automated FX trading system using adaptive reinforcement learning181 cited
  • 2019Deep Robust Reinforcement Learning for Practical Algorithmic Trading152 cited
  • 2020An intelligent financial portfolio trading strategy using deep Q-learning124 cited
  • 2007A Multiagent Approach to $Q$-Learning for Daily Stock Trading116 cited

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2018
Reinforcement learning applied to Forex trading
114 cited
  • 2011A hybrid procedure for stock price prediction by integrating self-organizing map and genetic programming93 cited
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