Environmental, social, and governance (ESG) and artificial intelligence in finance: State-of-the-art and research takeaways

T Lim - Artificial Intelligence Review, 2024 - Springer
The rapidly growing research landscape in finance, encompassing environmental, social,
and governance (ESG) topics and associated Artificial Intelligence (AI) applications …

Automated cryptocurrency trading approach using ensemble deep reinforcement learning: Learn to understand candlesticks

L Jing, Y Kang - Expert Systems with Applications, 2024 - Elsevier
Despite their high risk, cryptocurrencies have gained popularity as viable trading options.
Cryptocurrencies are digital assets that experience significant fluctuations in a market …

Deep reinforcement learning applied to a sparse-reward trading environment with intraday data

L de Azevedo Takara, AAP Santos, VC Mariani… - Expert Systems with …, 2024 - Elsevier
Deep reinforcement learning (DRL) has made remarkable strides in empowering
computational models to tackle intricate decision-making tasks. In quantitative trading, DRL …

[HTML][HTML] Statistical arbitrage trading across electricity markets using advantage actor–critic methods

S Demir, K Kok, NG Paterakis - Sustainable Energy, Grids and Networks, 2023 - Elsevier
In this paper, risk-constrained arbitrage trading strategies that exploit price differences
arising across short-term electricity markets, namely day-ahead (DAM), continuous intraday …

Deep deterministic policy gradient algorithm: A systematic review

EH Sumiea, SJ Abdulkadir, HS Alhussian, SM Al-Selwi… - Heliyon, 2024 - cell.com
Abstract Deep Reinforcement Learning (DRL) has gained significant adoption in diverse
fields and applications, mainly due to its proficiency in resolving complicated decision …

A novel stock trading utilizing long short term memory prediction and evolutionary operating-weights strategy

X Huang, C Wu, X Du, H Wang, M Ye - Expert Systems with Applications, 2024 - Elsevier
In the realm of quantitative investing, predicting stock prices and developing effective trading
strategies are paramount. The inherent randomness of the stock market, however, limits the …

Quantitative day trading from natural language using reinforcement learning

R Sawhney, A Wadhwa, S Agarwal… - Proceedings of the 2021 …, 2021 - aclanthology.org
It is challenging to design profitable and practical trading strategies, as stock price
movements are highly stochastic, and the market is heavily influenced by chaotic data …

Smart robotic strategies and advice for stock trading using deep transformer reinforcement learning

N Malibari, I Katib, R Mehmood - Applied Sciences, 2022 - mdpi.com
The many success stories of reinforcement learning (RL) and deep learning (DL) techniques
have raised interest in their use for detecting patterns and generating constant profits from …

Neural network-based blended ensemble learning for speech emotion recognition

B Yalamanchili, SK Samayamantula… - … Systems and Signal …, 2022 - Springer
Abstract Speech Emotion Recognition (SER) identifies human emotion from short speech
signals that enable natural Human Computer Interactions (HCI). Accurate emotion prediction …

Vision-based drl autonomous driving agent with sim2real transfer

D Li, O Okhrin - 2023 IEEE 26th International Conference on …, 2023 - ieeexplore.ieee.org
To achieve fully autonomous driving, vehicles must be capable of continuously performing
various driving tasks, including lane keeping and car following, both of which are …