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 …

FinRL: Deep reinforcement learning framework to automate trading in quantitative finance

XY Liu, H Yang, J Gao, CD Wang - Proceedings of the second ACM …, 2021 - dl.acm.org
Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in
quantitative finance. However, there is a steep development curve for quantitative traders to …

Outperforming algorithmic trading reinforcement learning systems: A supervised approach to the cryptocurrency market

LK Felizardo, FCL Paiva, C de Vita Graves… - Expert Systems with …, 2022 - Elsevier
The interdisciplinary relationship between machine learning and financial markets has long
been a theme of great interest among both research communities. Recently, reinforcement …

FinRL: A deep reinforcement learning library for automated stock trading in quantitative finance

XY Liu, H Yang, Q Chen, R Zhang, L Yang… - arXiv preprint arXiv …, 2020 - arxiv.org
As deep reinforcement learning (DRL) has been recognized as an effective approach in
quantitative finance, getting hands-on experiences is attractive to beginners. However, to …

[HTML][HTML] Deep reinforcement learning for trading—A critical survey

A Millea - Data, 2021 - mdpi.com
Deep reinforcement learning (DRL) has achieved significant results in many machine
learning (ML) benchmarks. In this short survey, we provide an overview of DRL applied to …

Deep reinforcement learning for optimizing finance portfolio management

YJ Hu, SJ Lin - 2019 amity international conference on artificial …, 2019 - ieeexplore.ieee.org
Deep reinforcement learning (DRL) is an emerging artificial intelligence (AI) research field
which combines deep learning (DL) for policy optimization and reinforcement learning (RL) …

Financial trading as a game: A deep reinforcement learning approach

CY Huang - arXiv preprint arXiv:1807.02787, 2018 - arxiv.org
An automatic program that generates constant profit from the financial market is lucrative for
every market practitioner. Recent advance in deep reinforcement learning provides a …

[图书][B] Foundations of reinforcement learning with applications in finance

A Rao, T Jelvis - 2022 - taylorfrancis.com
Foundations of Reinforcement Learning with Applications in Finance aims to demystify
Reinforcement Learning, and to make it a practically useful tool for those studying and …

Model-based deep reinforcement learning for dynamic portfolio optimization

P Yu, JS Lee, I Kulyatin, Z Shi, S Dasgupta - arXiv preprint arXiv …, 2019 - arxiv.org
Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection
of assets in some consecutive trading periods, based on investors' return-risk profile …

[HTML][HTML] Deep reinforcement learning in agent based financial market simulation

I Maeda, D DeGraw, M Kitano, H Matsushima… - Journal of Risk and …, 2020 - mdpi.com
Prediction of financial market data with deep learning models has achieved some level of
recent success. However, historical financial data suffer from an unknowable state space …