A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

30 June 2017

Papers citing "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"

41 / 41 papers shown

Title
QuantBench: Benchmarking AI Methods for Quantitative Investment Saizhuo Wang Hao Kong Jiadong Guo Fengrui Hua Yiyan Qi Wanyun Zhou Jiahao Zheng Xinyu Wang Lionel M. Ni Jian Guo 204 2 0 24 Apr 2025
Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach Arishi Orra Aryan Bhambu Himanshu Choudhary Manoj Thakur Selvaraju Natarajan 19 0 0 20 Apr 2025
From Deep Learning to LLMs: A survey of AI in Quantitative Investment Bokai Cao Saizhuo Wang Xinyi Lin Xiaojun Wu Haohan Zhang L. Ni Jian Guo AIFin 59 1 0 27 Mar 2025
MTS: A Deep Reinforcement Learning Portfolio Management Framework with Time-Awareness and Short-Selling Fengchen Gu Zhengyong Jiang Ángel García-Fernández Angelos Stefanidis Jionglong Su Huakang Li AI4TS AIFin 80 0 0 06 Mar 2025
Dynamic Portfolio Optimization via Augmented DDPG with Quantum Price Levels-Based Trading Strategy Runsheng Lin Zihan Xing Mingze Ma Raymond S.T. Lee 52 2 0 15 Jan 2025
TradExpert: Revolutionizing Trading with Mixture of Expert LLMs Qianggang Ding Haochen Shi Jiadong Guo Bang Liu AIFin 43 3 0 16 Oct 2024
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 95 3 0 20 Aug 2024
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation Zhenglong Li Vincent Tam 40 0 0 13 Apr 2024
Deep Reinforcement Learning and Mean-Variance Strategies for Responsible Portfolio Optimization Fernando Acero Parisa Zehtabi Nicolas Marchesotti Michael Cashmore Daniele Magazzeni Manuela Veloso OOD 37 1 0 25 Mar 2024
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools Wentao Zhang Yilei Zhao Shuo Sun Jie Ying Yonggang Xie Zitao Song Xinrun Wang Bo An AIFin OOD 26 5 0 17 Nov 2023
Quantitative Trading using Deep Q Learning Soumya Sarkar 21 1 0 03 Apr 2023
A Novel Experts Advice Aggregation Framework Using Deep Reinforcement Learning for Portfolio Management MohammadAmin Fazli M. Lashkari Hamed Taherkhani J. Habibi AIFin 45 0 0 29 Dec 2022
A policy gradient approach for Finite Horizon Constrained Markov Decision Processes Soumyajit Guin S. Bhatnagar 31 8 0 10 Oct 2022
Model-Free Reinforcement Learning for Asset Allocation Adebayo Oshingbesan Eniola Ajiboye Peruth Kamashazi Timothy Mbaka OffRL 27 1 0 21 Sep 2022
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization Hui Niu Siyuan Li Jian Li AIFin 32 30 0 01 Sep 2022
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm Boyin Jin 24 1 0 23 Aug 2022
Asset Allocation: From Markowitz to Deep Reinforcement Learning Ricard Durall 24 4 0 14 Jul 2022
Safe-FinRL: A Low Bias and Variance Deep Reinforcement Learning Implementation for High-Freq Stock Trading Zitao Song Xuyang Jin Chenliang Li OffRL AIFin 29 1 0 13 Jun 2022
Analytics of Business Time Series Using Machine Learning and Bayesian Inference B. Pavlyshenko BDL AI4TS 39 2 0 25 May 2022
Reinforcement Learning Policy Recommendation for Interbank Network Stability Alessio Brini G. Tedeschi Daniele Tantari 21 2 0 14 Apr 2022
A Novel Neuromorphic Processors Realization of Spiking Deep Reinforcement Learning for Portfolio Management Amir Saeidi Forouzan Fallah Soroush Barmaki Hamed Farbeh 32 11 0 26 Mar 2022
A Prescriptive Dirichlet Power Allocation Policy with Deep Reinforcement Learning Yuan Tian Minghao Han Chetan S. Kulkarni Olga Fink 25 13 0 20 Jan 2022
High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning Uta Pigorsch S. Schäfer AIFin 20 10 0 09 Dec 2021
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 29 168 0 08 Dec 2021
Deep Reinforcement Learning Versus Evolution Strategies: A Comparative Survey Amjad Yousef Majid Serge Saaybi Tomas van Rietbergen Vincent François-Lavet R. V. Prasad Chris Verhoeven OffRL 64 55 0 28 Sep 2021
Reinforcement Learning for Quantitative Trading Shuo Sun R. Wang Bo An OffRL AIFin 28 51 0 28 Sep 2021
WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management S. Marzban Erick Delage Jonathan Yu-Meng Li J. Desgagne-Bouchard C. Dussault 27 0 0 14 Sep 2021
Factor Representation and Decision Making in Stock Markets Using Deep Reinforcement Learning Zhaolu Dong Shan Huang Simiao Ma Yining Qian AIFin 36 1 0 03 Aug 2021
Bayesian Bellman Operators M. Fellows Kristian Hartikainen Shimon Whiteson OffRL 42 15 0 09 Jun 2021
Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction Liu Ziyin Kentaro Minami Kentaro Imajo 29 4 0 08 Jun 2021
Deep Reinforcement Learning for Stock Portfolio Optimization L. T. Hieu AIFin 20 8 0 09 Dec 2020
Stock2Vec: A Hybrid Deep Learning Framework for Stock Market Prediction with Representation Learning and Temporal Convolutional Network Xing Wang Yijun Wang Bin Weng Aleksandr Vinel AIFin AI4TS 34 11 0 29 Sep 2020
Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics Amir H. Mosavi Pedram Ghamisi Yaser Faghan Puhong Duan OffRL 27 152 0 21 Mar 2020
Application of Deep Q-Network in Portfolio Management Ziming Gao Yuan Gao Yitao Hu Zhengyong Jiang Jionglong Su AIFin 24 49 0 13 Mar 2020
Deep Learning for Financial Applications : A Survey A. Ozbayoglu M. U. Gudelek Omer Berat Sezer AIFin AI4CE 47 385 0 09 Feb 2020
Reinforcement Learning for Portfolio Management Angelos Filos 32 35 0 12 Sep 2019
Automatic Financial Trading Agent for Low-risk Portfolio Management using Deep Reinforcement Learning Wonsup Shin Seok-Jun Bu Sung-Bae Cho AIFin 13 13 0 07 Sep 2019
An intelligent financial portfolio trading strategy using deep Q-learning Hyungju Park M. Sim D. Choi AIFin 17 86 0 08 Jul 2019
Model-Free Reinforcement Learning for Financial Portfolios: A Brief Survey Yoshiharu Sato OffRL 24 32 0 10 Apr 2019
FinBrain: When Finance Meets AI 2.0 Xiaolin Zheng Mengying Zhu Qibing Li Chaochao Chen Yanchao Tan AIFin 34 53 0 26 Aug 2018
An Information-Theoretic Optimality Principle for Deep Reinforcement Learning Felix Leibfried Jordi Grau-Moya Haitham Bou-Ammar 38 24 0 06 Aug 2017