SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Novel RMS-Driven Deep Reinforcement Learning for Optimized Portfolio Management in Stock Trading
16 references·0 citing·54 second hopsampled
A Novel RMS-Driven Deep Reinforcement Learning for Optimized Portfolio Management in Stock Trading (2025)A Novel RMS-Driven Deep Reinforcement Lea…Forecasting Stock Market Prices Using Machine Learning and Deep Learning Models: A Systematic Review, Performance Analysis and Discussion of Implications (2023)Forecasting Stock Market Pric…Investor sentiment and stock returns: Global evidence (2021)Investor sentiment and stock …Artificial Intelligence Applied to Stock Market Trading: A Review (2021)Artificial Intelligence Appli…Stock market movement forecast: A Systematic review (2020)Stock market movement forecas…Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis (2020)Predicting Stock Market Trend…Deep Reinforcement Learning for Trading (2020)Deep Reinforcement Learning f…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…A multi-layer and multi-ensemble stock trader using deep learning and deep reinforcement learning (2020)A multi-layer and multi-ensem…A systematic review of fundamental and technical analysis of stock market predictions (2019)A systematic review of fundam…NSE Stock Market Prediction Using Deep-Learning Models (2018)NSE Stock Market Prediction U…Building Diversified Portfolios that Outperform Out of Sample (2016)Building Diversified Portfoli…Management Earnings Forecasts: A Review and Framework (2008)Management Earnings Forecasts…Trading Performance, Disposition Effect, Overconfidence, Representativeness Bias, and Experience of Emerging Market Investors (2007)Trading Performance, Disposit…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Mean reversion in stock prices (1988)Mean reversion in stock pricesRisk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Forecasting with artificial neural networks: (1998)Time series forecasting using a hybrid ARIMA and neural network model (2003)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)Optimizing LSTM for time series prediction in Indian stock market (2020)Stock price prediction using deep learning and frequency decomposition (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Twitter mood predicts the stock market (2011)A comprehensive evaluation of ensemble learning for stock-market prediction (2020)Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process (2021)Cryptocurrency trading: a comprehensive survey (2022)Proceedings of the International Joint Conference on Neural Networks, 2003. (2003)Deep learning with long short-term memory networks for financial market predictions (2017)Mean–variance portfolio optimization using machine learning-based stock price prediction (2020)Transformer-based attention network for stock movement prediction (2022)Survey of feature selection and extraction techniques for stock market prediction (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)Forecasting stock market movement direction with support vector machine (2004)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)The applications of artificial neural networks, support vector machines, and long–short term memory for stock market prediction (2021)Asset Prices in an Exchange Economy (1978)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Investor Psychology and Asset Pricing (2001)The conservatism principle and the asymmetric timeliness of earnings1 (1997)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The economic implications of corporate financial reporting (2005)Audited Financial Reporting and Voluntary Disclosure as Complements: A Test of the Confirmation Hypothesis (2011)CEO Overconfidence and Management Forecasting (2015)Environmental, Social, and Governance (ESG) disclosure: A literature review (2022)Global Portfolio Optimization (1992)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Hierarchical Clustering Based Asset Allocation (2016)Ten Applications of Financial Machine Learning (2019)A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (2021)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Do investors exhibit behavioral biases in investment decision making? A systematic review (2018)How financial literacy and demographic variables relate to behavioral biases (2018)Overconfidence heuristic-driven bias in investment decision-making and performance: mediating effects of risk perception and moderating effects of financial literacy (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1988Mean reversion in stock prices1,888 cited
  • 2007Trading Performance, Disposition Effect, Overconfidence, Representativeness Bias, and Experience of Emerging Market Investors627 cited
  • 2018NSE Stock Market Prediction Using Deep-Learning Models615 cited
  • 2008Management Earnings Forecasts: A Review and Framework604 cited
  • 2019A systematic review of fundamental and technical analysis of stock market predictions545 cited
  • 2020Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis467 cited
  • 2020Stock market movement forecast: A Systematic review374 cited
  • 2016Building Diversified Portfolios that Outperform Out of Sample301 cited
  • 2020Adaptive stock trading strategies with deep reinforcement learning methods263 cited
  • 2023Forecasting Stock Market Prices Using Machine Learning and Deep Learning Models: A Systematic Review, Performance Analysis and Discussion of Implications260 cited
  • 2020Deep Reinforcement Learning for Trading226 cited
  • 2020An Application of Deep Reinforcement Learning to Algorithmic Trading225 cited
  • 2021Artificial Intelligence Applied to Stock Market Trading: A Review

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

199 cited
  • 2021Investor sentiment and stock returns: Global evidence176 cited
  • 2020A multi-layer and multi-ensemble stock trader using deep learning and deep reinforcement learning136 cited
  • Cited by

    No citing works inside the corpus for this window.