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Deep Reinforcement Learning Model for Stock Portfolio Management Based on Data Fusion
16 references·0 citing·48 second hop
Deep Reinforcement Learning Model for Stock Portfolio Management Based on Data Fusion (2024)Deep Reinforcement Learning Model for Sto…Neural Networks for Portfolio Analysis in High-Frequency Trading (2023)Neural Networks for Portfolio…FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance (2021)FinRL: A Deep Reinforcement L…DeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding (2021)DeepTrader: A Deep Reinforcem…Reinforcement-Learning Based Portfolio Management with Augmented Asset Movement Prediction States (2020)Reinforcement-Learning Based …Modelling Stock Markets by Multi-agent Reinforcement Learning (2020)Modelling Stock Markets by Mu…Deep reinforcement learning for automated stock trading (2020)Deep reinforcement learning f…A hybrid approach to cardinality constraint portfolio selection problem based on nonlinear neural network and genetic algorithm (2020)A hybrid approach to cardinal…AlphaStock (2019)AlphaStockDeep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep Direct Reinforcement Lea…Intelligent trading of seasonal effects: A decision support algorithm based on reinforcement learning (2014)Intelligent trading of season…Heterogeneous trading strategies with adaptive fuzzy Actor–Critic reinforcement learning: A behavioral approach (2010)Heterogeneous trading strateg…CAPM over the long run: 1926–2001 (2006)CAPM over the long run: 1926–…Adaptive stock trading with dynamic asset allocation using reinforcement learning (2005)Adaptive stock trading with d…Market force, ecology and evolution (2002)Market force, ecology and evo…The Early History of Portfolio Theory: 1600–1960 (1999)The Early History of Portfoli…Random Walks in Stock Market Prices (1995)Random Walks in Stock Market …What Moves Stock Prices? (1988)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Physical approach to complex systems (2012)Social physics (2022)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Consumer-Based Brand Equity and Firm Risk (2009)Project portfolios in dynamic environments: Organizing for uncertainty (2011)Behavioral finance: Finance with normal people (2014)Theory of games and economic behavior (2019)A Random Walk Down Wall Street (1973)Dividend yields and expected stock returns (1988)The Cross-Section of Expected Stock Returns (1992)Reinforcement Learning in Stock Trading (2019)Multiagent-based deep reinforcement learning for risk-shifting portfolio management (2022)Reinforcement Learning for Quantitative Trading (2023)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)Middle‐Status Conformity: Theoretical Restatement and Empirical Demonstration in Two Markets (2001)Text mining for market prediction: A systematic review (2014)A systematic review of fundamental and technical analysis of stock market predictions (2019)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning (2020)Deep learning in the stock market—a systematic survey of practice, backtesting, and applications (2022)Analysis of Financial Time Series (2002)Sentiment analysis on social media for stock movement prediction (2015)Deep Learning for Finance: Deep Portfolios (2016)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)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)An Alternative Three-Factor Model (2011)Labor Hiring, Investment, and Stock Return Predictability in the Cross Section (2014)Corporate Environmental Responsibility and Firm Risk (2015)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Online portfolio management via deep reinforcement learning with high-frequency data (2023)A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist (2024)Deep Learning in Finance: A Survey of Applications and Techniques (2024)PORTFOLIO SELECTION* (1952)FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance (2020)FinRL (2021)A novel Deep Reinforcement Learning based automated stock trading system using cascaded LSTM networks (2023)
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References

  • 1995Random Walks in Stock Market Prices1,227 cited
  • 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading821 cited
  • 2002Market force, ecology and evolution480 cited
  • 2006CAPM over the long run: 1926–2001412 cited
  • 1999The Early History of Portfolio Theory: 1600–1960343 cited
  • 2020Deep reinforcement learning for automated stock trading195 cited
  • 2020Reinforcement-Learning Based Portfolio Management with Augmented Asset Movement Prediction States175 cited
  • 2019AlphaStock142 cited
  • 2021DeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding141 cited
  • 2005Adaptive stock trading with dynamic asset allocation using reinforcement learning81 cited
  • 2010Heterogeneous trading strategies with adaptive fuzzy Actor–Critic reinforcement learning: A behavioral approach67 cited
  • 2020Modelling Stock Markets by Multi-agent Reinforcement Learning64 cited
  • 2020A hybrid approach to cardinality constraint portfolio selection problem based on nonlinear neural network and genetic algorithm54 cited
  • 2014Intelligent trading of seasonal effects: A decision support algorithm based on reinforcement learning51 cited

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2021
FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance
50 cited
  • 2023Neural Networks for Portfolio Analysis in High-Frequency Trading49 cited
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