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A taxonomy of literature reviews and experimental study of deepreinforcement learning in portfolio management
16 references·0 citing·47 second hopsampled
A taxonomy of literature reviews and experimental study of deepreinforcement learning in portfolio management (2025)A taxonomy of literature reviews and expe…Prediction-Based Portfolio Optimization Models Using Deep Neural Networks (2020)Prediction-Based Portfolio Op…Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath (2020)Financial portfolio optimizat…Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy (2020)Deep Reinforcement Learning f…Deep learning for financial applications : A survey (2020)Deep learning for financial a…Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (2020)Cost-Sensitive Portfolio Sele…An intelligent financial portfolio trading strategy using deep Q-learning (2020)An intelligent financial port…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…Improving financial trading decisions using deep Q-learning: Predicting the number of shares, action strategies, and transfer learning (2018)Improving financial trading d…Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature (2017)Portfolio selection problems …Cryptocurrency portfolio management with deep reinforcement learning (2017)Cryptocurrency portfolio mana…An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown (2017)An adaptive portfolio trading…A multi-period fuzzy portfolio optimization model with minimum transaction lots (2014)A multi-period fuzzy portfoli…The Properties of Equally Weighted Risk Contribution Portfolios (2010)The Properties of Equally Wei…Prediction-based portfolio optimization model using neural networks (2009)Prediction-based portfolio op…The Sharpe Ratio (1994)The Sharpe RatioPORTFOLIO SELECTION* (1952)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Book Review: Time Series Analysis: Forecasting and Control (1977)A hybrid fuzzy rule-based multi-criteria framework for sustainable project portfolio selection (2012)Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets (2023)How to Use Security Analysis to Improve Portfolio Selection (1973)Investment Analysis and Portfolio Management. 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(2007)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Portfolio formation with preselection using deep learning from long-term financial data (2019)Reinforcement-Learning Based Portfolio Management with Augmented Asset Movement Prediction States (2020)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)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)Portfolio Selection: Efficient Diversification of Investments (1959)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)Textual Analysis in Accounting and Finance: A Survey (2016)Deep learning with long short-term memory networks for financial market predictions (2017)A novel graph convolutional feature based convolutional neural network for stock trend prediction (2020)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Financial applications of machine learning: A literature review (2023)Efficient Capital Markets: II (1991)A comprehensive review on multiple hybrid deep learning approaches for stock prediction (2022)Deep learning in the stock market—a systematic survey of practice, backtesting, and applications (2022)Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory (2023)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)Portfolio Selection (1952)Optimal Portfolio Diversification Using the Maximum Entropy Principle (2008)60 Years of portfolio optimization: Practical challenges and current trends (2013)Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity (2022)Why Most Published Research Findings Are False (2005)Why Most Published Research Findings Are False (2005)Twitter mood predicts the stock market (2011)Deep LSTM and LSTM-Attention Q-learning based reinforcement learning in oil and gas sector prediction (2023)
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References

  • 1994The Sharpe Ratio2,542 cited
  • 2010The Properties of Equally Weighted Risk Contribution Portfolios728 cited
  • 2020Deep learning for financial applications : A survey550 cited
  • 2017Cryptocurrency portfolio management with deep reinforcement learning298 cited
  • 2020Adaptive stock trading strategies with deep reinforcement learning methods263 cited
  • 2017An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown240 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
  • 2009Prediction-based portfolio optimization model using neural networks171 cited
  • 2020Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath154 cited
  • 2017Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature130 cited
  • 2020An intelligent financial portfolio trading strategy using deep Q-learning124 cited
  • 2020Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy115 cited
  • 2020Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning

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114 cited
  • 2014A multi-period fuzzy portfolio optimization model with minimum transaction lots106 cited
  • 2020Prediction-Based Portfolio Optimization Models Using Deep Neural Networks104 cited
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