Recent advances in reinforcement learning in finance

B Hambly, R Xu, H Yang - Mathematical Finance, 2023 - Wiley Online Library
The rapid changes in the finance industry due to the increasing amount of data have
revolutionized the techniques on data processing and data analysis and brought new …

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 …

Fusing blockchain and AI with metaverse: A survey

Q Yang, Y Zhao, H Huang, Z Xiong… - IEEE Open Journal …, 2022 - ieeexplore.ieee.org
Metaverse as the latest buzzword has attracted great attention from both industry and
academia. Metaverse seamlessly integrates the real world with the virtual world and allows …

Fingpt: Open-source financial large language models

H Yang, XY Liu, CD Wang - arXiv preprint arXiv:2306.06031, 2023 - arxiv.org
Large language models (LLMs) have shown the potential of revolutionizing natural
language processing tasks in diverse domains, sparking great interest in finance. Accessing …

Fingpt: Democratizing internet-scale data for financial large language models

XY Liu, G Wang, D Zha - arXiv preprint arXiv:2307.10485, 2023 - arxiv.org
Large language models (LLMs) have demonstrated remarkable proficiency in
understanding and generating human-like texts, which may potentially revolutionize the …

FinRL-Meta: Market environments and benchmarks for data-driven financial reinforcement learning

XY Liu, Z Xia, J Rui, J Gao, H Yang… - Advances in …, 2022 - proceedings.neurips.cc
Finance is a particularly challenging playground for deep reinforcement learning. However,
establishing high-quality market environments and benchmarks for financial reinforcement …

Meta-reward-net: Implicitly differentiable reward learning for preference-based reinforcement learning

R Liu, F Bai, Y Du, Y Yang - Advances in Neural …, 2022 - proceedings.neurips.cc
Abstract Setting up a well-designed reward function has been challenging for many
reinforcement learning applications. Preference-based reinforcement learning (PbRL) …

Efficient integration of multi-order dynamics and internal dynamics in stock movement prediction

TT Huynh, MH Nguyen, TT Nguyen… - Proceedings of the …, 2023 - dl.acm.org
Advances in deep neural network (DNN) architectures have enabled new prediction
techniques for stock market data. Unlike other multivariate time-series data, stock markets …

To learn or not to learn? Evaluating autonomous, adaptive, automated traders in cryptocurrencies financial bubbles

A Guarino, L Grilli, D Santoro, F Messina… - Neural Computing and …, 2022 - Springer
Financial bubbles represent a severe problem for investors. In particular, the cryptocurrency
market has witnessed the bursting of different bubbles in the last decade, which in turn have …

Dynamic datasets and market environments for financial reinforcement learning

XY Liu, Z Xia, H Yang, J Gao, D Zha, M Zhu, CD Wang… - Machine Learning, 2024 - Springer
The financial market is a particularly challenging playground for deep reinforcement
learning due to its unique feature of dynamic datasets. Building high-quality market …