Recent Advances in Reinforcement Learning in Finance

8 December 2021

Papers citing "Recent Advances in Reinforcement Learning in Finance"

21 / 21 papers shown

Title
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions Shanyu Han Yang Liu Xiang Yu 42 0 0 07 May 2025
Can Machine Learning Agents Deal with Hard Choices? Kangyu Wang 253 0 0 18 Apr 2025
Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation Jaskaran Singh Walia Aarush Sinha Srinitish Srinivasan Srihari Unnikrishnan 36 0 0 24 Feb 2025
FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading Guojun Xiong Zhiyang Deng Keyi Wang Yupeng Cao Haohang Li ... Kaleb Smith Xiao-Yang Liu J. Huang Sophia Ananiadou Qianqian Xie AIFin 121 0 0 20 Feb 2025
Revisiting Ensemble Methods for Stock Trading and Crypto Trading Tasks at ACM ICAIF FinRL Contest 2023-2024 Nikolaus Holzer Keyi Wang Kairong Xiao Xiao-Yang Liu Yanglet AIFin 30 1 0 18 Jan 2025
Wasserstein Adaptive Value Estimation for Actor-Critic Reinforcement Learning Ali Baheri Zahra Sharooei Chirayu Salgarkar 135 0 0 17 Jan 2025
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 87 3 0 20 Aug 2024
Adaptive Sampling of k-Space in Magnetic Resonance for Rapid Pathology Prediction Chen-Yu Yen Raghav Singhal Umang Sharma Rajesh Ranganath S. Chopra Lerrel Pinto 27 1 0 06 Jun 2024
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation Zhenglong Li Vincent Tam 22 0 0 13 Apr 2024
Traffic Light Control with Reinforcement Learning Tao Pan 16 1 0 28 Aug 2023
Reinforcement Learning for Financial Index Tracking X. Peng Chen Gong X. He 9 1 0 05 Aug 2023
Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting Berend Gort Xiao-Yang Liu Xinghang Sun Jiechao Gao Shuai Chen Chris Wang 13 12 0 12 Sep 2022
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization Hui Niu Siyuan Li Jian Li AIFin 19 30 0 01 Sep 2022
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions Phillip Murray Ben Wood Hans Buehler Magnus Wiese Mikko S. Pakkanen 14 19 0 15 Jul 2022
On Parametric Optimal Execution and Machine Learning Surrogates Tao Chen M. Ludkovski Moritz Voß 11 1 0 18 Apr 2022
Provably Efficient Reinforcement Learning with Linear Function Approximation Under Adaptivity Constraints Chi Jin Zhuoran Yang Zhaoran Wang OffRL 107 166 0 06 Jan 2021
Efficient Learning in Non-Stationary Linear Markov Decision Processes Ahmed Touati Pascal Vincent 32 29 0 24 Oct 2020
On the Sample Complexity of Actor-Critic Method for Reinforcement Learning with Function Approximation Harshat Kumar Alec Koppel Alejandro Ribeiro 99 79 0 18 Oct 2019
Model-free Reinforcement Learning in Infinite-horizon Average-reward Markov Decision Processes Chen-Yu Wei Mehdi Jafarnia-Jahromi Haipeng Luo Hiteshi Sharma R. Jain 103 99 0 15 Oct 2019
An Introduction to Deep Reinforcement Learning Vincent François-Lavet Peter Henderson Riashat Islam Marc G. Bellemare Joelle Pineau OffRL AI4CE 80 1,230 0 30 Nov 2018
Risk-Sensitive and Robust Decision-Making: a CVaR Optimization Approach Yinlam Chow Aviv Tamar Shie Mannor Marco Pavone 62 310 0 06 Jun 2015