Generalising discrete action spaces with conditional action trees

C Bamford, A Ovalle - 2021 IEEE Conference on Games (CoG), 2021 - ieeexplore.ieee.org
There are relatively few conventions followed in reinforcement learning (RL) environments
to structure the action spaces. As a consequence the application of RL algorithms to tasks …

FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models

H Yang, B Zhang, N Wang, C Guo, X Zhang… - arXiv preprint arXiv …, 2024 - arxiv.org
As financial institutions and professionals increasingly incorporate Large Language Models
(LLMs) into their workflows, substantial barriers, including proprietary data and specialized …

Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management

M Velay, BL Doan, A Rimmel… - … on Innovations in …, 2023 - ieeexplore.ieee.org
Deep Reinforcement Learning (DRL) approaches to Online Portfolio Selection (OLPS) have
grown in popularity in recent years. The sensitive nature of training Reinforcement Learning …

Efficient congestion control in communications using novel weighted ensemble deep reinforcement learning

MH Ali, S Öztürk - Computers and Electrical Engineering, 2023 - Elsevier
In this paper, we introduce Deep Reinforcement Learning (DRL) for congestion control in the
Transmission Control Protocol/Internet Protocol (TCP/IP) networks. We propose a weighted …

Capital market manipulation and regulatory compliance–a bibliometric analysis of scholarly research in the post-2000 era

S Singh, M Sarva, N Gupta - Qualitative Research in Financial …, 2024 - emerald.com
Purpose The purpose of this paper is to systematically analyze the literature around
regulatory compliance and market manipulation in capital markets through the use of …

Reinforcement learning in quantitative trading: A survey

A Alameer, H Saleh, K Alshehri - Authorea Preprints, 2023 - techrxiv.org
Quantitative trading through automated systems has been vastly growing in recent years.
The advancement in machine learning algorithms has pushed that growth even further …

Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management

P Nousi, L Avramelou, G Rodinos, M Tzelepi… - arXiv preprint arXiv …, 2023 - arxiv.org
Financial portfolio management describes the task of distributing funds and conducting
trading operations on a set of financial assets, such as stocks, index funds, foreign exchange …

[WITHDRAWN] Deep Reinforcement Learning for Tehran Stock Trading

N Yousefi - Indonesian Journal of Data and Science, 2022 - jurnal.yoctobrain.org
One of the most interesting topics for research and also for making a profit is stock trading.
Artificial intelligence has had a great impact on this path. A lot of research has been done to …

Deep reinforcement learning with positional context for intraday trading

S Goluža, T Kovačević, T Bauman, Z Kostanjčar - Evolving Systems, 2024 - Springer
Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making,
where an agent makes decisions based on its trading strategy developed from market …

Day ahead load forecasting using random forest method with meteorological variables

J Vaish, KM Siddiqui, Z Maheshwari… - … IEEE conference on …, 2023 - ieeexplore.ieee.org
This paper focuses on short-term load forecasting for the day ahead using an Ensemble
learning-based Random Forest method. The study uses real-time hourly load data and …