Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy

International Conference on AI in Finance (ICAIF), 2020

15 November 2025

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Papers citing "Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy"

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Title
Deep reinforcement learning for optimal trading with partial information Andrea Macri Sebastian Jaimungal Fabrizio Lillo 44 1 0 31 Oct 2025
Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market Chujun He Zhonghao Huang Xiangguo Li Ye Luo Kewei Ma Yuxuan Xiong Xiaowei Zhang Mingyang Zhao AIFin 179 0 0 24 Oct 2025
Generalized Fitted Q-Iteration with Clustered Data Liyuan Hu Jitao Wang Zhenke Wu C. Shi OffRL 128 0 0 04 Oct 2025
DeltaHedge: A Multi-Agent Framework for Portfolio Options OptimizationPacific Asia Conference on Information Systems (PACIS), 2025 Feliks Bańka Jarosław A. Chudziak AIFin 100 1 0 16 Sep 2025
Quantum-Enhanced Forecasting for Deep Reinforcement Learning in Algorithmic Trading Jun-Hao Chen Yu-Chien Huang Yun-Cheng Tsai Samuel Yen-Chi Chen AIFin 149 0 0 11 Sep 2025
Finance-Grounded Optimization For Algorithmic Trading Kasymkhan Khubiev Mikhail Semenov Irina Podlipnova 68 0 0 04 Sep 2025
Deep Reinforcement Learning in Factor Investment Junlin Liu AIFin 41 0 0 30 Jul 2025
Directly Learning Stock Trading Strategies Through Profit Guided Loss Functions Devroop Kar Zimeng Lyu Sheeraja Rajakrishnan Hao Zhang Alex Ororbia Travis J. Desell Daniel E. Krutz AIFin AI4TS 162 0 0 25 Jul 2025
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models Fredy Pokou Jules Sadefo Kamdem François Benhmad AIFin 204 0 0 23 Apr 2025
Moderate Actor-Critic Methods: Controlling Overestimation Bias via Expectile Loss Ukjo Hwang Songnam Hong OffRL 184 0 0 14 Apr 2025
A Deep Reinforcement Learning Approach to Automated Stock Trading, using xLSTM Networks Faezeh Sarlakifar Mohammadreza Mohammadzadeh Asl Sajjad Rezvani Khaledi Armin Salimi-Badr AIFin 185 3 0 12 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 238 2 0 06 Mar 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 210 1 0 18 Jan 2025
Dynamic Portfolio Optimization via Augmented DDPG with Quantum Price Levels-Based Trading StrategyIEEE International Joint Conference on Neural Network (IJCNN), 2023 Runsheng Lin Zihan Xing Mingze Ma Raymond S.T. Lee 280 3 0 15 Jan 2025
Hidformer: Transformer-Style Neural Network in Stock Price Forecasting Kamil Ł. Szydłowski Jarosław A. Chudziak AIFin AI4TS 69 2 0 31 Dec 2024
Beyond Simple Sum of Delayed Rewards: Non-Markovian Reward Modeling for Reinforcement Learning Yuting Tang Xin-Qiang Cai Jing-Cheng Pang Qiyu Wu Yao-Xiang Ding Masashi Sugiyama OffRL 212 0 0 26 Oct 2024
Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution Zijie Zhao Roy E. Welsch AIFin 222 1 0 19 Oct 2024
TradExpert: Revolutionizing Trading with Mixture of Expert LLMs Qianggang Ding Haochen Shi Jiadong Guo Bang Liu AIFin 375 8 0 16 Oct 2024
Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic Vito Alessandro Monaco Antonio Riva Luca Sabbioni L. Bisi Edoardo Vittori Marco Pinciroli Michele Trapletti Marcello Restelli 132 0 0 15 Oct 2024
MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU Peng Zhu Yuante Li Yifan Hu Sheng Xiang Qinyuan Liu Dawei Cheng Yuqi Liang AIFin 306 9 0 25 Sep 2024
The Evolution of Reinforcement Learning in Quantitative Finance: A SurveyACM Computing Surveys (ACM CSUR), 2024 Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 538 13 0 20 Aug 2024
QADQN: Quantum Attention Deep Q-Network for Financial Market PredictionInternational Conference on Quantum Computing and Engineering (QCE), 2024 Siddhant Dutta Nouhaila Innan Alberto Marchisio Sadok Ben Yahia Muhammad Shafique AIFin 220 17 0 06 Aug 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 182 1 0 12 Jul 2024
FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models Hongyang Yang Boyu Zhang Neng Wang Cheng Guo Xiaoli Zhang ... Junlin Wang Tianyu Zhou Mao Guan Runjia Zhang Chris Wang AIFin AI4CE 228 31 1 23 May 2024
Reinforcement Learning from Bagged Reward Yuting Tang Xin-Qiang Cai Yao-Xiang Ding Qiyu Wu Guoqing Liu Masashi Sugiyama OffRL 315 0 0 06 Feb 2024
Learning the Market: Sentiment-Based Ensemble Trading Agents Andrew Ye James Xu Yi Wang Yifan Yu Daniel Yan Ryan Chen Bosheng Dong Vipin Chaudhary Shuai Xu AIFin 117 1 0 02 Feb 2024
CNN-DRL with Shuffled Features in Finance Sina Montazeri Akram Mirzaeinia Amir Mirzaeinia 247 5 0 16 Jan 2024
FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character DesignAAAI Spring Symposia (ASS), 2023 Yangyang Yu Haohang Li Zhi Chen Yi Han Yang Li Denghui Zhang Rong Liu Jordan W. Suchow K. Khashanah 279 127 0 23 Nov 2023
The Heat is On: Thermal Facial Landmark Tracking James Baker CVBM 104 0 0 14 Nov 2023
Gray-box Adversarial Attack of Deep Reinforcement Learning-based Trading AgentsInternational Conference on Machine Learning and Applications (ICMLA), 2023 Foozhan Ataiefard Hadi Hemmati AAML 223 4 0 26 Sep 2023
Analysis of frequent trading effects of various machine learning models Jiahao Chen Xiaofei Li 69 0 0 14 Sep 2023
An Ensemble Method of Deep Reinforcement Learning for Automated Cryptocurrency TradingInternational Conference on Blockchain (ICB), 2023 Shuyang Wang Diego Klabjan 151 3 0 27 Jul 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 174 2 0 23 Jul 2023
Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio ManagementInternational Symposium on INnovations in Intelligent SysTems and Applications (INISTA), 2023 Marc Velay Bich-Liên Doan Arpad Rimmel Fabrice Popineau Fabrice Daniel 202 4 0 19 Jun 2023
FinGPT: Open-Source Financial Large Language ModelsSocial Science Research Network (SSRN), 2023 Hongyang Yang Xiao-Yang Liu Chris Wang AIFin 516 311 0 09 Jun 2023
Agent Performing Autonomous Stock Trading under Good and Bad Situations Yunfei Luo Zhangqi Duan AIFin 158 0 0 06 Jun 2023
Interpretable Reward Redistribution in Reinforcement Learning: A Causal ApproachNeural Information Processing Systems (NeurIPS), 2023 Yudi Zhang Yali Du Erdun Gao Ziyan Wang Jun Wang Meng Fang Mykola Pechenizkiy CML 211 26 0 28 May 2023
Vision-based DRL Autonomous Driving Agent with Sim2Real Transfer Dian-Tao Li Ostap Okhrin 238 5 0 19 May 2023
Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis Sungwoo Kang Jong-Kook Kim AIFin 126 0 0 28 Apr 2023
Dynamic Datasets and Market Environments for Financial Reinforcement LearningMachine-mediated learning (ML), 2023 Xiao-Yang Liu Ziyi Xia Hongyang Yang Jiechao Gao Daochen Zha Ming Zhu Chris Wang Zhaoran Wang Jian Guo OffRL 189 33 0 25 Apr 2023
Quantitative Trading using Deep Q LearningInternational Journal for Research in Applied Science and Engineering Technology (IJRASET), 2023 Soumya Sarkar 176 2 0 03 Apr 2023
Ensemble Reinforcement Learning: A SurveyApplied Soft Computing (Appl. Soft Comput.), 2023 Yanjie Song Ponnuthurai Nagaratnam Suganthan Witold Pedrycz Junwei Ou Yongming He Yihao Chen Yutong Wu OffRL 202 53 0 05 Mar 2023
Human-Inspired Framework to Accelerate Reinforcement LearningJournal of Supercomputing (JS), 2023 Ali Beikmohammadi Sindri Magnússon OffRL 251 4 0 28 Feb 2023
NARS vs. Reinforcement learning: ONA vs. Q-Learning Ali Beikmohammadi 177 0 0 23 Dec 2022
A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM NetworksExpert systems with applications (ESWA), 2022 Jie Zou Jiashu Lou Baohua Wang Sixue Liu AIFin 189 59 0 06 Dec 2022
Algorithmic Trading Using Continuous Action Space Deep Reinforcement LearningSocial Science Research Network (SSRN), 2022 Naseh Majidi Mahdieh Shamsi F. Marvasti AIFin 74 12 0 07 Oct 2022
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 421 14 0 12 Sep 2022
Asset Allocation: From Markowitz to Deep Reinforcement LearningSocial Science Research Network (SSRN), 2022 Ricard Durall 112 6 0 14 Jul 2022
Deep Reinforcement Learning and Convex Mean-Variance Optimisation for Portfolio Management Ruan Pretorius Terence L van Zyl AI4TS 113 4 0 13 Feb 2022
Quantile-Based Policy Optimization for Reinforcement LearningOnline World Conference on Soft Computing in Industrial Applications (WSCIA), 2022 Jinyang Jiang Jiaqiao Hu Yijie Peng 155 11 0 27 Jan 2022