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The design and implementation of a deep reinforcement learning and quantum finance theory-inspired portfolio investment management system
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The design and implementation of a deep reinforcement learning and quantum finance theory-inspired portfolio investment management system (2023)The design and implementation of a deep r…FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance (2021)FinRL: A Deep Reinforcement L…Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy (2020)Deep Reinforcement Learning f…Adaptive Quantitative Trading: An Imitative Deep Reinforcement Learning Approach (2020)Adaptive Quantitative Trading…Multi-Agent Deep Reinforcement Learning for Liquidation Strategy Analysis (2019)Multi-Agent Deep Reinforcemen…AlphaStock (2019)AlphaStockAdversarial Deep Reinforcement Learning in Portfolio Management (2018)Adversarial Deep Reinforcemen…Cryptocurrency portfolio management with deep reinforcement learning (2017)Cryptocurrency portfolio mana…Robust Median Reversion Strategy for Online Portfolio Selection (2016)Robust Median Reversion Strat…Deep Learning for Finance: Deep Portfolios (2016)Deep Learning for Finance: De…Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep Direct Reinforcement Lea…PAMR: Passive aggressive mean reversion strategy for portfolio selection (2012)PAMR: Passive aggressive mean…Performance analysis of log-optimal portfolio strategies with transaction costs (2011)Performance analysis of log-o…Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates (2004)Quantum Finance: Path Integra…Learning to trade via direct reinforcement (2001)Learning to trade via direct …Portfolio Selection (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection (2013)Moving average reversion strategy for on-line portfolio selection (2015)“Options, Futures, and Other Derivatives” (2016)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)DeepLOB: Deep Convolutional Neural Networks for Limit Order Books (2019)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)The Behavior of Stock-Market Prices (1965)On estimating the expected return on the market (1980)Multifactor Explanations of Asset Pricing Anomalies (1996)Transaction cost optimization for online portfolio selection (2017)Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (2020)Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis (2020)A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)NSE Stock Market Prediction Using Deep-Learning Models (2018)Stock Market Prediction Using LSTM Recurrent Neural Network (2020)Portfolio Selection: Efficient Diversification of Investments. (1962)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Anticipating Cryptocurrency Prices Using Machine Learning (2018)Forecasting and trading cryptocurrencies with machine learning under changing market conditions (2021)How are reinforcement learning and deep learning algorithms used for big data based decision making in financial industries–A review and research agenda (2022)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning (2020)DeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding (2021)Deep learning in the stock market—a systematic survey of practice, backtesting, and applications (2022)Mutual Fund Performance (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A multi-agent reinforcement learning framework for optimizing financial trading strategies based on TimesNet (2023)A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist (2024)Deep reinforcement learning for portfolio management of markets with a dynamic number of assets (2020)Robo-advisor using genetic algorithm and BERT sentiments from tweets for hybrid portfolio optimisation (2021)Reinforcement Learning for Quantitative Trading (2023)Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws (2010)Beyond Traditional Probabilistic Methods in Econometrics (2018)The Role of Entropy in the Development of Economics (2020)
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References

  • 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading821 cited
  • 2016Deep Learning for Finance: Deep Portfolios765 cited
  • 2001Learning to trade via direct reinforcement548 cited
  • 2017Cryptocurrency portfolio management with deep reinforcement learning298 cited
  • 2012PAMR: Passive aggressive mean reversion strategy for portfolio selection235 cited
  • 2004Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates227 cited
  • 2019AlphaStock142 cited
  • 2020Adaptive Quantitative Trading: An Imitative Deep Reinforcement Learning Approach141 cited
  • 2016Robust Median Reversion Strategy for Online Portfolio Selection138 cited
  • 2018Adversarial Deep Reinforcement Learning in Portfolio Management122 cited
  • 2020Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy115 cited
  • 2021FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance50 cited
  • 2011Performance analysis of log-optimal portfolio strategies with transaction costs32 cited
  • 2019Multi-Agent Deep Reinforcement Learning for Liquidation Strategy Analysis32 cited

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