Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning

6 March 2020

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

45 / 45 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 335 2 0 24 Apr 2025
Dynamic Compressing Prompts for Efficient Inference of Large Language Models Jinwu Hu Wentao Zhang Yufeng Wang Yu Hu Bin Xiao Mingkui Tan Qing Du 88 2 0 15 Apr 2025
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 166 3 0 20 Aug 2024
Large Investment Model Jian Guo H. Shum AIFin 104 0 0 12 Aug 2024
Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent Alejandra de la Rica Escudero E.C. Garrido-Merchán Maria Coronado Vaca AIFin 74 3 0 19 Jul 2024
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation Zhenglong Li Vincent Tam 73 1 0 13 Apr 2024
Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management Zhenglong Li Vincent Tam Kwan L. Yeung 50 5 0 01 Feb 2024
Data Optimization in Deep Learning: A Survey Ou Wu Rujing Yao 82 1 0 25 Oct 2023
Least Squares Maximum and Weighted Generalization-Memorization Machines Shuai Wang Zhen Wang Yuanfu Shao 55 1 0 31 Aug 2023
Commodities Trading through Deep Policy Gradient Methods Jonas Hanetho 55 2 0 10 Aug 2023
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 61 0 0 18 Jul 2023
Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management Marc Velay Bich-Liên Doan Arpad Rimmel Fabrice Popineau Fabrice Daniel 71 3 0 19 Jun 2023
Deploying Offline Reinforcement Learning with Human Feedback Ziniu Li Kelvin Xu Liu Liu Lanqing Li Deheng Ye P. Zhao OffRL 71 2 0 13 Mar 2023
The Recurrent Reinforcement Learning Crypto Agent Gabriel Borrageiro Nikan B. Firoozye P. Barucca 30 15 0 12 Jan 2022
Value Penalized Q-Learning for Recommender Systems Chengqian Gao Ke Xu Kuangqi Zhou Lanqing Li Xueqian Wang Bo Yuan P. Zhao OffRL 88 20 0 15 Oct 2021
Reinforcement Learning for Quantitative Trading Shuo Sun Rongpin Wang Bo An OffRL AIFin 55 53 0 28 Sep 2021
WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management S. Marzban Erick Delage Jonathan Yu-Meng Li J. Desgagne-Bouchard C. Dussault 71 0 0 14 Sep 2021
Dense Regression Network for Video Grounding Runhao Zeng Haoming Xu Wenbing Huang Peihao Chen Mingkui Tan Chuang Gan 79 283 0 07 Apr 2020
Disturbance-immune Weight Sharing for Neural Architecture Search Shuaicheng Niu Jiaxiang Wu Yifan Zhang Yong Guo P. Zhao Junzhou Huang Mingkui Tan 68 27 0 29 Mar 2020
Closed-loop Matters: Dual Regression Networks for Single Image Super-Resolution Yong Guo Jian Chen Jingdong Wang Qi Chen Jingyun Liang Zeshuai Deng Yanwu Xu Mingkui Tan SupR 68 282 0 16 Mar 2020
Generative Low-bitwidth Data Free Quantization Shoukai Xu Haokun Li Bohan Zhuang Jing Liu Jingyun Liang Chuangrun Liang Mingkui Tan MQ 51 127 0 07 Mar 2020
Intelligent Home 3D: Automatic 3D-House Design from Linguistic Descriptions Only Qi Chen Qi Wu Rui Tang Yuhan Wang Shuai Wang Mingkui Tan 3DV 52 33 0 01 Mar 2020
Online Adaptive Asymmetric Active Learning with Limited Budgets Yifan Zhang P. Zhao Shuaicheng Niu Qingyao Wu Jingyun Liang Junzhou Huang Mingkui Tan 35 26 0 18 Nov 2019
Collaborative Unsupervised Domain Adaptation for Medical Image Diagnosis Yifan Zhang Ying Wei P. Zhao Shuaicheng Niu Qingyao Wu Mingkui Tan Junzhou Huang OOD 84 148 0 17 Nov 2019
Multi-marginal Wasserstein GAN Jingyun Liang Langyuan Mo Yifan Zhang Kui Jia Chunhua Shen Mingkui Tan 52 78 0 03 Nov 2019
NAT: Neural Architecture Transformer for Accurate and Compact Architectures Yong Guo Yin Zheng Mingkui Tan Qi Chen Jian Chen P. Zhao Junzhou Huang 126 84 0 31 Oct 2019
Graph Convolutional Networks for Temporal Action Localization Runhao Zeng Wenbing Huang Mingkui Tan Yu Rong P. Zhao Junzhou Huang Chuang Gan GNN 87 480 0 07 Sep 2019
Clustered Reinforcement Learning Xiao Ma Shen-Yi Zhao Wu-Jun Li OffRL 40 6 0 06 Jun 2019
Adaptive Cost-sensitive Online Classification P. Zhao Yifan Zhang Min-man Wu Guosheng Lin Mingkui Tan Junzhou Huang 41 64 0 06 Apr 2018
An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling Shaojie Bai J. Zico Kolter V. Koltun DRL 97 4,832 0 04 Mar 2018
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem Zhengyao Jiang Dixing Xu Jinjun Liang OOD 62 347 0 30 Jun 2017
Temporal Convolutional Networks for Action Segmentation and Detection Colin S. Lea Michael D. Flynn René Vidal A. Reiter Gregory Hager 98 1,497 0 16 Nov 2016
Quasi-Recurrent Neural Networks James Bradbury Stephen Merity Caiming Xiong R. Socher 170 444 0 05 Nov 2016
WaveNet: A Generative Model for Raw Audio Aaron van den Oord Sander Dieleman Heiga Zen Karen Simonyan Oriol Vinyals Alex Graves Nal Kalchbrenner A. Senior Koray Kavukcuoglu DiffM 406 7,405 0 12 Sep 2016
TensorFlow: A system for large-scale machine learning Martín Abadi P. Barham Jianmin Chen Zhiwen Chen Andy Davis ... Vijay Vasudevan Pete Warden Martin Wicke Yuan Yu Xiaoqiang Zhang GNN AI4CE 433 18,361 0 27 May 2016
Fully Convolutional Networks for Semantic Segmentation Evan Shelhamer Jonathan Long Trevor Darrell VOS SSeg 741 37,886 0 20 May 2016
Multi-Scale Context Aggregation by Dilated Convolutions Feng Yu V. Koltun SSeg 271 8,453 0 23 Nov 2015
Dueling Network Architectures for Deep Reinforcement Learning Ziyun Wang Tom Schaul Matteo Hessel H. V. Hasselt Marc Lanctot Nando de Freitas OffRL 91 3,764 0 20 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 323 13,272 0 09 Sep 2015
Trust Region Policy Optimization John Schulman Sergey Levine Philipp Moritz Michael I. Jordan Pieter Abbeel 277 6,793 0 19 Feb 2015
Sequence to Sequence Learning with Neural Networks Ilya Sutskever Oriol Vinyals Quoc V. Le AIMat 437 20,584 0 10 Sep 2014
Risk-sensitive Reinforcement Learning Yun Shen Michael J. Tobia T. Sommer Klaus Obermayer 94 320 0 08 Nov 2013
Online Portfolio Selection: A Survey Bin Li Guosheng Lin 126 267 0 10 Dec 2012
On-Line Portfolio Selection with Moving Average Reversion Bin Li Guosheng Lin 73 86 0 18 Jun 2012
Can We Learn to Beat the Best Stock A. Borodin Ran El-Yaniv Vincent Gogan AIFin 93 254 0 30 Jun 2011