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"

50 / 95 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
Dueling Deep Reinforcement Learning for Financial Time Series Bruno Giorgio AIFin AI4TS 31 0 0 15 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
Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management Lei Zhao Lin Cai Wu-Sheng Lu 52 0 0 25 Feb 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
Large Language Model Agent in Financial Trading: A Survey Han Ding Yinheng Li Junhao Wang Hang Chen LLMAG AIFin 42 15 0 26 Jul 2024
DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection Donghee Choi Jinkyu Kim Mogan Gim Jinho Lee Jaewoo Kang 38 0 0 18 Jul 2024
PAIL: Performance based Adversarial Imitation Learning Engine for Carbon Neutral Optimization Yuyang Ye Lu-An Tang Haoyu Wang Runlong Yu Wenchao Yu Erhu He Haifeng Chen Hui Xiong 27 0 0 12 Jul 2024
What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs Raeid Saqur 47 3 0 20 Jun 2024
Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns Haoren Zhu Pengfei Zhao Wilfred Siu Hung NG Dik Lun Lee 31 0 0 13 Jun 2024
NIFTY Financial News Headlines Dataset Raeid Saqur Ken Kato Nicholas Vinden Frank Rudzicz AIFin 41 1 0 16 May 2024
Portfolio Management using Deep Reinforcement Learning Ashish Anil Pawar Vishnureddy Prashant Muskawar Ritesh Tiku AIFin 16 0 0 01 May 2024
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation Zhenglong Li Vincent Tam 40 0 0 13 Apr 2024
Biologically-Plausible Topology Improved Spiking Actor Network for Efficient Deep Reinforcement Learning Duzhen Zhang Qingyu Wang Tielin Zhang Bo Xu 164 1 0 29 Mar 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 40 1 0 25 Mar 2024
Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization Philip Ndikum Serge Ndikum 54 1 0 27 Feb 2024
Learning the Market: Sentiment-Based Ensemble Trading Agents Andrew Ye James Xu Yi Wang Yifan Yu Daniel Yan Ryan Chen Bosheng Dong V. Chaudhary Shuai Xu AIFin 8 1 0 02 Feb 2024
Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management Zhenglong Li Vincent Tam Kwan L. Yeung 19 5 0 01 Feb 2024
Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning Xiangyu Cui Xun Li Yun Shi Si Zhao 29 1 0 24 Dec 2023
No Prior Mask: Eliminate Redundant Action for Deep Reinforcement Learning Dianyu Zhong Yiqin Yang Qianchuan Zhao 32 6 0 11 Dec 2023
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
Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning Yasuhiro Nakayama Tomochika Sawaki 11 0 0 08 Nov 2023
Cryptocurrency Portfolio Optimization by Neural Networks Quoc Minh Nguyen D. Tran Juho Kanniainen Alexandros Iosifidis Moncef Gabbouj 17 0 0 02 Oct 2023
Commodities Trading through Deep Policy Gradient Methods Jonas Hanetho 19 2 0 10 Aug 2023
Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management K. Srivatsan Loukia Avramelou Georgios Rodinos Maria Tzelepi Muzammal Naseer ... Manos Kirtas Pavlos Tosidis Avraam Tsantekidis Nikolaos Passalis Anastasios Tefas AIFin 40 2 0 23 Jul 2023
A Scalable Reinforcement Learning-based System Using On-Chain Data for Cryptocurrency Portfolio Management Zhenhan Huang F. Tanaka 16 1 0 04 Jul 2023
DCT: Dual Channel Training of Action Embeddings for Reinforcement Learning with Large Discrete Action Spaces Pranavi Pathakota Hardik Meisheri H. Khadilkar OffRL 20 0 0 28 Jun 2023
Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management Marc Velay Bich-Liên Doan Arpad Rimmel Fabrice Popineau Fabrice Daniel 34 2 0 19 Jun 2023
Vision-based DRL Autonomous Driving Agent with Sim2Real Transfer Dian-Tao Li Ostap Okhrin 21 3 0 19 May 2023
Quantitative Trading using Deep Q Learning Soumya Sarkar 21 1 0 03 Apr 2023
PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets Shuo Sun Molei Qin Xinrun Wang Bo An FaML OffRL AIFin 37 4 0 14 Jan 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 29 1 0 21 Sep 2022
Feature-Rich Long-term Bitcoin Trading Assistant Jatin Nainani Nirman Taterh Md Ausaf Rashid Ankit Khivasara 9 0 0 14 Sep 2022
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization Hui Niu Siyuan Li Jian Li AIFin 34 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 27 4 0 14 Jul 2022
Deep Reinforcement Learning Approach for Trading Automation in The Stock Market Taylan Kabbani E. Duman AIFin 11 46 0 05 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
Balancing Profit, Risk, and Sustainability for Portfolio Management Charl Maree C. Omlin 27 9 0 06 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
Multi-Objective reward generalization: Improving performance of Deep Reinforcement Learning for applications in single-asset trading F. Cornalba C. Disselkamp Davide Scassola Christopher Helf 28 5 0 09 Mar 2022
Deep Reinforcement Learning and Convex Mean-Variance Optimisation for Portfolio Management Ruan Pretorius Terence L van Zyl AI4TS 18 3 0 13 Feb 2022