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 …
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 …
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 …
It is difficult to automatically produce trading signals based on previous transaction data and the financial status of assets because of the significant noise and unpredictability of capital …
Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose an …
B An, S Sun, R Wang - IEEE Intelligent Systems, 2022 - ieeexplore.ieee.org
Quantitative trading (QT) has been a popular topic in both academia and the financial industry since the 1970s. In the last decade, deep reinforcement learning (DRL) has …
Y Li, W Zheng, Z Zheng - IEEE Access, 2019 - ieeexplore.ieee.org
In algorithmic trading, feature extraction and trading strategy design are two prominent challenges to acquire long-term profits. However, the previously proposed methods rely …
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 …
The interdisciplinary relationship between machine learning and financial markets has long been a theme of great interest among both research communities. Recently, reinforcement …