AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks

24 July 2019

Papers citing "AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks"

30 / 30 papers shown

Title
LLM4FTS: Enhancing Large Language Models for Financial Time Series Prediction Zian Liu Renjun Jia AI4TS AIFin 55 0 0 05 May 2025
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 147 1 0 24 Apr 2025
Cross-Modal Temporal Fusion for Financial Market Forecasting Yunhua Pei John Cartlidge Anandadeep Mandal Daniel Gold Enrique Marcilio Riccardo Mazzon 35 0 0 18 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 57 0 0 27 Mar 2025
Explaining the Unexplainable: A Systematic Review of Explainable AI in Finance Md Talha Mohsin Nabid Bin Nasim 39 0 0 07 Mar 2025
FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting Yifan Hu Yuante Li Peiyuan Liu Yuxia Zhu Naiqi Li Tao Dai Shu-Tao Xia Dawei Cheng Changjun Jiang AI4TS 79 1 0 26 Feb 2025
LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU Peng Zhu Yuante Li Yifan Hu Qinyuan Liu D. Cheng Yuqi Liang AIFin AI4TS 39 3 0 26 Aug 2024
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 89 3 0 20 Aug 2024
Large Investment Model Jian Guo H. Shum AIFin 27 0 0 12 Aug 2024
Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent Alejandra de la Rica Escudero E.C. Garrido-Merchán Maria Coronado Vaca AIFin 29 2 0 19 Jul 2024
Full Bayesian Significance Testing for Neural Networks Zehua Liu Zimeng Li Jingyuan Wang Yue He BDL 13 3 0 24 Jan 2024
Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting Chu Myaet Thwal Ye Lin Tun Kitae Kim Seong-Bae Park C. Hong AI4TS AIFin 25 5 0 22 Jan 2024
Learning Multi-Agent Intention-Aware Communication for Optimal Multi-Order Execution in Finance Yuchen Fang Zhen-Yu Tang Kan Ren Weiqing Liu Li Zhao Jiang Bian Dongsheng Li Weinan Zhang Yong Yu Tie-Yan Liu 28 7 0 06 Jul 2023
Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning Sherly Alfonso-Sánchez Jesus Solano Alejandro Correa-Bahnsen Kristina P. Sendova Cristián Bravo 8 6 0 27 Jun 2023
Interpretability is a Kind of Safety: An Interpreter-based Ensemble for Adversary Defense Jingyuan Wang Yufan Wu Mingxuan Li Xin Lin Junjie Wu Chao Li AAML 12 13 0 14 Apr 2023
Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence Jian Guo Sai Wang L. Ni H. Shum AIFin 19 8 0 13 Dec 2022
Symphony in the Latent Space: Provably Integrating High-dimensional Techniques with Non-linear Machine Learning Models Qiong Wu Jian Li Zhenming Liu Yanhua Li Mihai Cucuringu 28 4 0 01 Dec 2022
A Survey on Explainable Reinforcement Learning: Concepts, Algorithms, Challenges Yunpeng Qing Shunyu Liu Jie Song Huiqiong Wang Mingli Song XAI 27 1 0 12 Nov 2022
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization Hui Niu Siyuan Li Jian Li AIFin 24 30 0 01 Sep 2022
Reinforcement Learning in Practice: Opportunities and Challenges Yuxi Li OffRL 34 9 0 23 Feb 2022
DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation Wendi Li Xiao Yang Weiqing Liu Yingce Xia Jiang Bian DiffM AI4TS 9 50 0 11 Jan 2022
Reinforcement Learning for Quantitative Trading Shuo Sun R. Wang Bo An OffRL AIFin 16 51 0 28 Sep 2021
Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling Liang Zeng Lei Wang Hui Niu Ruchen Zhang Ling Wang Jian Li 14 3 0 26 Jul 2021
Price graphs: Utilizing the structural information of financial time series for stock prediction Junran Wu Ke Xu Xueyuan Chen Shangzhe Li Jichang Zhao AI4TS AIFin 25 53 0 04 Jun 2021
Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review Tidor-Vlad Pricope AIFin 13 36 0 31 May 2021
Interpretability in deep learning for finance: a case study for the Heston model D. Brigo Xiaoshan Huang A. Pallavicini Haitz Sáez de Ocáriz Borde FAtt 14 8 0 19 Apr 2021
A Reinforcement Learning Based Encoder-Decoder Framework for Learning Stock Trading Rules Mehran Taghian A. Asadi Reza Safabakhsh AI4TS 9 1 0 08 Jan 2021
Deep Portfolio Optimization via Distributional Prediction of Residual Factors Kentaro Imajo Kentaro Minami Katsuya Ito Kei Nakagawa OOD AIFin 6 27 0 14 Dec 2020
Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box Manuel S. Nunes E. Gerding F. McGroarty M. Niranjan 11 3 0 05 May 2020
Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing Qiong Wu Christopher G. Brinton Zhenghao Zhang A. Pizzoferrato Zhenming Liu Mihai Cucuringu 19 13 0 07 Sep 2019