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Deep reinforcement learning applied to a sparse-reward trading environment with intraday data
16 references·1 citing·47 second hop
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References

  • 2009Software survey: VOSviewer, a computer program for bibliometric mapping21,418 cited
  • 1994The Sharpe Ratio2,542 cited
  • 2013A systematic review of systematic review process research in software engineering1,094 cited
  • 2018Advances in Financial Machine Learning342 cited
  • 2017Cryptocurrency portfolio management with deep reinforcement learning298 cited
  • 2020Adaptive stock trading strategies with deep reinforcement learning methods263 cited
  • 2020An Application of Deep Reinforcement Learning to Algorithmic Trading225 cited
  • 2019Deep Robust Reinforcement Learning for Practical Algorithmic Trading152 cited
  • 2020A multi-layer and multi-ensemble stock trader using deep learning and deep reinforcement learning136 cited
  • 2023Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory131 cited
  • 2022A multi-agent deep reinforcement learning framework for algorithmic trading in financial markets119 cited
  • 2020Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy115 cited
  • 2021Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility108 cited
  • 2021Market sentiment-aware deep reinforcement learning approach for stock portfolio allocation83 cited

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  • 2020Deep Reinforcement Learning Pairs Trading with a Double Deep Q-Network52 cited
  • 2017A Multi-objective Deep Reinforcement Learning Approach for Stock Index Future’s Intraday Trading51 cited
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    • 2025Barrier option pricing and volatility surface predicting with an extended physics-informed neural network16 cited