Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning

6 March 2020

Papers citing "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning"

6 / 6 papers shown

Title
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 150 1 0 24 Apr 2025
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 89 3 0 20 Aug 2024
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation Zhenglong Li Vincent Tam 35 0 0 13 Apr 2024
Data Cross-Segmentation for Improved Generalization in Reinforcement Learning Based Algorithmic Trading Vikram Duvvur Aashay Mehta Edward W. Sun Bo Wu Ken Yew Chan J. Schneider AIFin 22 0 0 18 Jul 2023
Value Penalized Q-Learning for Recommender Systems Chengqian Gao Ke Xu Kuangqi Zhou Lanqing Li Xueqian Wang Bo Yuan P. Zhao OffRL 50 20 0 15 Oct 2021
Disturbance-immune Weight Sharing for Neural Architecture Search Shuaicheng Niu Jiaxiang Wu Yifan Zhang Yong Guo P. Zhao Junzhou Huang Mingkui Tan 15 27 0 29 Mar 2020