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"

45 / 95 papers shown

Title
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
Sales Time Series Analytics Using Deep Q-Learning B. Pavlyshenko 14 6 0 06 Jan 2022
DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities Shuo Sun Wanqi Xue R. Wang Xu He Junlei Zhu Jian Li Bo An 34 20 0 15 Dec 2021
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
FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance Xiao-Yang Liu Hongyang Yang Jiechao Gao Chris Wang AIFin OffRL 26 93 0 07 Nov 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 67 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 32 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 39 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
Online Trading Models with Deep Reinforcement Learning in the Forex Market Considering Transaction Costs Koya Ishikawa Kazuhide Nakata 3DV 11 0 0 06 Jun 2021
Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket Farzan Soleymani E. Paquet AIFin 13 50 0 06 May 2021
Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting Eric Benhamou David Saltiel S. Tabachnik Sui Kai Wong François Chareyron OOD 57 4 0 19 Apr 2021
Efficient Reinforcement Learning in Resource Allocation Problems Through Permutation Invariant Multi-task Learning D. Cai Shiau Hong Lim L. Wynter 30 3 0 18 Feb 2021
MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management Zhenhan Huang F. Tanaka AIFin 11 25 0 06 Feb 2021
Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution R. Wang Hongxin Wei Bo An Zhouyan Feng Jun Yao AIFin 22 42 0 23 Dec 2020
Off-Policy Optimization of Portfolio Allocation Policies under Constraints Nymisha Bandi Theja Tulabandhula OffRL 14 0 0 21 Dec 2020
Deep Reinforcement Learning for Stock Portfolio Optimization L. T. Hieu AIFin 25 8 0 09 Dec 2020
FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance Xiao-Yang Liu Hongyang Yang Qian Chen Runjia Zhang Liuqing Yang Bowen Xiao Chris Wang AIFin OffRL 22 118 0 19 Nov 2020
Bridging the gap between Markowitz planning and deep reinforcement learning Eric Benhamou David Saltiel Sandrine Ungari Abhishek Mukhopadhyay OffRL 7 18 0 30 Sep 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
DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Data A. Sangadiev Rodrigo Rivera-Castro K. Stepanov Andrey Poddubny Kirill Bubenchikov Nikita Bekezin Polina Pilyugina Evgeny Burnaev 15 4 0 27 Aug 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
Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning Yifan Zhang P. Zhao Qingyao Wu Bin Li Junzhou Huang Mingkui Tan OOD 65 95 0 06 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 based Portfolio Management with Augmented Asset Movement Prediction States Yunan Ye Hengzhi Pei Wei Ping Pin-Yu Chen Yada Zhu Jun Xiao Bo Li AIFin 15 138 0 09 Feb 2020
A General Framework on Enhancing Portfolio Management with Reinforcement Learning Yinheng Li Junhao Wang Yijie Cao 26 3 0 26 Nov 2019
Adaptive Portfolio by Solving Multi-armed Bandit via Thompson Sampling Mengying Zhu Xiaolin Zheng Yan Wang Yuyuan Li Qianqiao Liang 22 7 0 13 Nov 2019
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 16 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
Nonparametric Online Learning Using Lipschitz Regularized Deep Neural Networks Guy Uziel BDL 11 0 0 26 May 2019
Deep Online Learning with Stochastic Constraints Guy Uziel OffRL BDL 14 2 0 26 May 2019
Model-Free Reinforcement Learning for Financial Portfolios: A Brief Survey Yoshiharu Sato OffRL 24 32 0 10 Apr 2019
Learning Action Representations for Reinforcement Learning Yash Chandak Georgios Theocharous James E. Kostas Scott M. Jordan Philip S. Thomas 13 158 0 01 Feb 2019
Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization Pengqian Yu J. Lee Ilya Kulyatin Zekun Shi Sakyasingha Dasgupta 11 64 0 25 Jan 2019
A* Tree Search for Portfolio Management Xiaojie Gao Shikui Tu L. Xu AIFin 15 3 0 07 Jan 2019
A Distributed Reinforcement Learning Solution With Knowledge Transfer Capability for A Bike Rebalancing Problem Ian Xiao 12 7 0 09 Oct 2018
Adversarial Deep Reinforcement Learning in Portfolio Management Zhipeng Liang Hao Chen Junhao Zhu Kangkang Jiang Yanran Li 24 33 0 29 Aug 2018
FinBrain: When Finance Meets AI 2.0 Xiaolin Zheng Mengying Zhu Qibing Li Chaochao Chen Yanchao Tan AIFin 34 53 0 26 Aug 2018
Trading the Twitter Sentiment with Reinforcement Learning Catherine Xiao Wanfeng Chen AIFin 25 6 0 07 Jan 2018
An Information-Theoretic Optimality Principle for Deep Reinforcement Learning Felix Leibfried Jordi Grau-Moya Haitham Bou-Ammar 38 24 0 06 Aug 2017