[HTML][HTML] How are reinforcement learning and deep learning algorithms used for big data based decision making in financial industries–A review and research agenda

V Singh, SS Chen, M Singhania, B Nanavati… - International Journal of …, 2022 - Elsevier
Data availability and accessibility have brought in unseen changes in the finance systems
and new theoretical and computational challenges. For example, in contrast to classical …

An overview of machine learning, deep learning, and reinforcement learning-based techniques in quantitative finance: recent progress and challenges

SK Sahu, A Mokhade, ND Bokde - Applied Sciences, 2023 - mdpi.com
Forecasting the behavior of the stock market is a classic but difficult topic, one that has
attracted the interest of both economists and computer scientists. Over the course of the last …

[HTML][HTML] Stock price prediction with optimized deep LSTM network with artificial rabbits optimization algorithm

B Gülmez - Expert Systems with Applications, 2023 - Elsevier
The stock market is a financial market where shares of publicly listed corporations are
purchased and sold. It is an indicator of a country's economic health, reflecting the …

Three and a half decades of artificial intelligence in banking, financial services, and insurance: A systematic evolutionary review

H Herrmann, B Masawi - Strategic Change, 2022 - Wiley Online Library
The banking, financial services, and insurance (BFSI) sector is one of the earliest and most
prominent adopters of artificial intelligence (AI). However, academic research substantially …

A review on big data based on deep neural network approaches

M Rithani, RP Kumar, S Doss - Artificial Intelligence Review, 2023 - Springer
Big data analytics has become a significant trend for many businesses as a result of the
daily acquisition of enormous volumes of data. This information has been gathered because …

A multi-agent reinforcement learning framework for optimizing financial trading strategies based on timesnet

Y Huang, C Zhou, K Cui, X Lu - Expert Systems with Applications, 2024 - Elsevier
An increasing number of studies have shown the effectiveness of using deep reinforcement
learning to learn profitable trading strategies from financial market data. However, a single …

Genetic algorithm-based hyperparameter optimization of deep learning models for PM2.5 time-series prediction

C Erden - International Journal of Environmental Science and …, 2023 - Springer
Since air pollution negatively affects human health and causes serious diseases, accurate
air pollution prediction is essential regarding environmental sustainability. Although …

Quantum machine learning on near-term quantum devices: Current state of supervised and unsupervised techniques for real-world applications

Y Gujju, A Matsuo, R Raymond - Physical Review Applied, 2024 - APS
The past decade has witnessed significant advancements in quantum hardware,
encompassing improvements in speed, qubit quantity, and quantum volume—a metric …

Stock market prediction via deep learning techniques: A survey

J Zou, Q Zhao, Y Jiao, H Cao, Y Liu, Q Yan… - arXiv preprint arXiv …, 2022 - arxiv.org
Existing surveys on stock market prediction often focus on traditional machine learning
methods instead of deep learning methods. This motivates us to provide a structured and …

A novel deep reinforcement learning framework with BiLSTM-Attention networks for algorithmic trading

Y Huang, X Wan, L Zhang, X Lu - Expert Systems with Applications, 2024 - Elsevier
The financial market, as a complex nonlinear dynamic system frequently influenced by
various factors, such as international investment capital, is very challenging to build trading …