A Deep Reinforcement Learning Framework for the Financial Portfolio
Management Problem

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"

13 / 13 papers shown

Title
Dynamic Portfolio Optimization via Augmented DDPG with Quantum Price Levels-Based Trading Strategy Runsheng Lin Zihan Xing Mingze Ma Raymond S.T. Lee 65 2 0 15 Jan 2025
TradExpert: Revolutionizing Trading with Mixture of Expert LLMs Qianggang Ding Haochen Shi Jiadong Guo Bang Liu AIFin 64 3 0 16 Oct 2024
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 134 3 0 20 Aug 2024
Quantitative Trading using Deep Q Learning Soumya Sarkar 26 1 0 03 Apr 2023
A policy gradient approach for Finite Horizon Constrained Markov Decision Processes Soumyajit Guin S. Bhatnagar 58 8 0 10 Oct 2022
Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning Yifan Zhang P. Zhao Qingyao Wu Bin Li Junzhou Huang Mingkui Tan OOD 101 96 0 06 Mar 2020
Cryptocurrency Portfolio Management with Deep Reinforcement Learning Zhengyao Jiang Jinjun Liang AIFin 48 207 0 05 Dec 2016
Asynchronous Methods for Deep Reinforcement Learning Volodymyr Mnih Adria Puigdomenech Badia M. Berk Mirza Alex Graves Timothy Lillicrap Tim Harley David Silver Koray Kavukcuoglu 166 8,805 0 04 Feb 2016
Continuous control with deep reinforcement learning Timothy Lillicrap Jonathan J. Hunt Alexander Pritzel N. Heess Tom Erez Yuval Tassa David Silver Daan Wierstra 199 13,174 0 09 Sep 2015
Adam: A Method for Stochastic Optimization Diederik P. Kingma Jimmy Ba ODL 862 149,474 0 22 Dec 2014
Online Portfolio Selection: A Survey Bin Li Guosheng Lin 89 267 0 10 Dec 2012
Convolutional Neural Networks Applied to House Numbers Digit Classification P. Sermanet Soumith Chintala Yann LeCun 64 543 0 18 Apr 2012
Can We Learn to Beat the Best Stock A. Borodin Ran El-Yaniv Vincent Gogan AIFin 61 251 0 30 Jun 2011