Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization

25 January 2019

Papers citing "Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization"

24 / 24 papers shown

Title
Semi-Decision-Focused Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization Juhyeong Kim 139 0 0 16 Mar 2025
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 173 3 0 20 Aug 2024
Generative Adversarial Networks Gilad Cohen Raja Giryes GAN 298 30,152 0 01 Mar 2022
Parallel WaveNet: Fast High-Fidelity Speech Synthesis Aaron van den Oord Yazhe Li Igor Babuschkin Karen Simonyan Oriol Vinyals ... Alex Graves Helen King T. Walters Dan Belov Demis Hassabis 233 859 0 28 Nov 2017
Overcoming Exploration in Reinforcement Learning with Demonstrations Ashvin Nair Bob McGrew Marcin Andrychowicz Wojciech Zaremba Pieter Abbeel OffRL 102 789 0 28 Sep 2017
Proximal Policy Optimization Algorithms John Schulman Filip Wolski Prafulla Dhariwal Alec Radford Oleg Klimov OffRL 547 19,296 0 20 Jul 2017
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem Zhengyao Jiang Dixing Xu Jinjun Liang OOD 69 347 0 30 Jun 2017
Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs Cristóbal Esteban Stephanie L. Hyland Gunnar Rätsch GAN SyDa MedIm 119 792 0 08 Jun 2017
Parameter Space Noise for Exploration Matthias Plappert Rein Houthooft Prafulla Dhariwal Szymon Sidor Richard Y. Chen Xi Chen Tamim Asfour Pieter Abbeel Marcin Andrychowicz 81 597 0 06 Jun 2017
Conditional Time Series Forecasting with Convolutional Neural Networks Anastasia Borovykh S. Bohté C. Oosterlee AI4TS 76 476 0 14 Mar 2017
Deeply AggreVaTeD: Differentiable Imitation Learning for Sequential Prediction Wen Sun Arun Venkatraman Geoffrey J. Gordon Byron Boots J. Andrew Bagnell 134 236 0 03 Mar 2017
Towards Principled Methods for Training Generative Adversarial Networks Martín Arjovsky M. Nault GAN 83 2,112 0 17 Jan 2017
Asynchronous Methods for Deep Reinforcement Learning Volodymyr Mnih Adria Puigdomenech Badia M. Berk Mirza Alex Graves Timothy Lillicrap Tim Harley David Silver Koray Kavukcuoglu 207 8,881 0 04 Feb 2016
Memory-based control with recurrent neural networks N. Heess Jonathan J. Hunt Timothy Lillicrap David Silver 89 303 0 14 Dec 2015
Prioritized Experience Replay Tom Schaul John Quan Ioannis Antonoglou David Silver OffRL 231 3,796 0 18 Nov 2015
Continuous control with deep reinforcement learning Timothy Lillicrap Jonathan J. Hunt Alexander Pritzel N. Heess Tom Erez Yuval Tassa David Silver Daan Wierstra 330 13,289 0 09 Sep 2015
Time-series modeling with undecimated fully convolutional neural networks Roni Mittelman AI4TS BDL 72 50 0 03 Aug 2015
Action-Conditional Video Prediction using Deep Networks in Atari Games Junhyuk Oh Xiaoxiao Guo Honglak Lee Richard L. Lewis Satinder Singh 108 855 0 31 Jul 2015
Trust Region Policy Optimization John Schulman Sergey Levine Philipp Moritz Michael I. Jordan Pieter Abbeel 281 6,801 0 19 Feb 2015
Generative Moment Matching Networks Yujia Li Kevin Swersky R. Zemel OOD GAN 119 847 0 10 Feb 2015
Online Portfolio Selection: A Survey Bin Li Guosheng Lin 132 267 0 10 Dec 2012
A Reduction of Imitation Learning and Structured Prediction to No-Regret Online Learning Stéphane Ross Geoffrey J. Gordon J. Andrew Bagnell OffRL 254 3,238 0 02 Nov 2010
Search-based Structured Prediction Hal Daumé John Langford Daniel Marcu GNN 142 586 0 04 Jul 2009
A Kernel Method for the Two-Sample Problem Arthur Gretton Karsten Borgwardt Malte J. Rasch Bernhard Schölkopf Alex Smola 239 2,365 0 15 May 2008