Deep reinforcement learning in quantitative algorithmic trading: A review

TV Pricope - arXiv preprint arXiv:2106.00123, 2021 - arxiv.org
Algorithmic stock trading has become a staple in today's financial market, the majority of
trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be …

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 …

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 …

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 …

A mean-VaR based deep reinforcement learning framework for practical algorithmic trading

B Jin - IEEE Access, 2023 - ieeexplore.ieee.org
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 …

Deep reinforcement learning for automated stock trading: An ensemble strategy

H Yang, XY Liu, S Zhong, A Walid - Proceedings of the first ACM …, 2020 - dl.acm.org
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 …

Deep reinforcement learning for quantitative trading: Challenges and opportunities

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 …

Deep robust reinforcement learning for practical algorithmic trading

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 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 …

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 …