A survey on industrial applications of fuzzy control

RE Precup, H Hellendoorn - Computers in industry, 2011 - Elsevier
Fuzzy control has long been applied to industry with several important theoretical results
and successful results. Originally introduced as model-free control design approach, model …

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 …

Deep direct reinforcement learning for financial signal representation and trading

Y Deng, F Bao, Y Kong, Z Ren… - IEEE transactions on …, 2016 - ieeexplore.ieee.org
Can we train the computer to beat experienced traders for financial assert trading? In this
paper, we try to address this challenge by introducing a recurrent deep neural network (NN) …

Adaptive stock trading strategies with deep reinforcement learning methods

X Wu, H Chen, J Wang, L Troiano, V Loia, H Fujita - Information Sciences, 2020 - Elsevier
The increasing complexity and dynamical property in stock markets are key challenges of
the financial industry, in which inflexible trading strategies designed by experienced …

A hierarchical fused fuzzy deep neural network for data classification

Y Deng, Z Ren, Y Kong, F Bao… - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
Deep learning (DL) is an emerging and powerful paradigm that allows large-scale task-
driven feature learning from big data. However, typical DL is a fully deterministic model that …

Temporal attention-augmented bilinear network for financial time-series data analysis

DT Tran, A Iosifidis, J Kanniainen… - IEEE transactions on …, 2018 - ieeexplore.ieee.org
Financial time-series forecasting has long been a challenging problem because of the
inherently noisy and stochastic nature of the market. In the high-frequency trading …

Grey wolf optimizer algorithm-based tuning of fuzzy control systems with reduced parametric sensitivity

RE Precup, RC David, EM Petriu - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
This paper proposes an innovative tuning approach for fuzzy control systems (CSs) with a
reduced parametric sensitivity using the Grey Wolf Optimizer (GWO) algorithm. The CSs …

Time-driven feature-aware jointly deep reinforcement learning for financial signal representation and algorithmic trading

K Lei, B Zhang, Y Li, M Yang, Y Shen - Expert Systems with Applications, 2020 - Elsevier
Algorithmic trading is a continuous perception and decision making problem, where
environment perception requires to learn feature representation from highly nonstationary …

Reinforcement learning in financial markets-a survey

TG Fischer - 2018 - econstor.eu
The advent of reinforcement learning (RL) in financial markets is driven by several
advantages inherent to this field of artificial intelligence. In particular, RL allows to combine …

Continuous control with stacked deep dynamic recurrent reinforcement learning for portfolio optimization

AM Aboussalah, CG Lee - Expert Systems with Applications, 2020 - Elsevier
Recurrent reinforcement learning (RRL) techniques have been used to optimize asset
trading systems and have achieved outstanding results. However, the majority of the …