An Application of Deep Reinforcement Learning to Algorithmic Trading

7 April 2020

Papers citing "An Application of Deep Reinforcement Learning to Algorithmic Trading"

19 / 19 papers shown

Title
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 140 3 0 20 Aug 2024
A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding Ioannis Boukas D. Ernst Thibaut Théate Adrien Bolland A. Huynen Martin Buchwald Christelle Wynants Bertrand Cornélusse 16 49 0 13 Apr 2020
A Survey of Deep Reinforcement Learning in Video Games Kun Shao Zhentao Tang Yuanheng Zhu Nannan Li Dongbin Zhao OffRL AI4TS 63 190 0 23 Dec 2019
An intelligent financial portfolio trading strategy using deep Q-learning Hyungju Park M. Sim D. Choi AIFin 27 88 0 08 Jul 2019
A Study on Overfitting in Deep Reinforcement Learning Chiyuan Zhang Oriol Vinyals Rémi Munos Samy Bengio OffRL OnRL 48 386 0 18 Apr 2018
Rainbow: Combining Improvements in Deep Reinforcement Learning Matteo Hessel Joseph Modayil H. V. Hasselt Tom Schaul Georg Ostrovski Will Dabney Dan Horgan Bilal Piot M. G. Azar David Silver OffRL 99 2,255 0 06 Oct 2017
A Brief Survey of Deep Reinforcement Learning Kai Arulkumaran M. Deisenroth Miles Brundage Anil Anthony Bharath OffRL 101 2,792 0 19 Aug 2017
A Distributional Perspective on Reinforcement Learning Marc G. Bellemare Will Dabney Rémi Munos OffRL 79 1,497 0 21 Jul 2017
Proximal Policy Optimization Algorithms John Schulman Filip Wolski Prafulla Dhariwal Alec Radford Oleg Klimov OffRL 248 18,685 0 20 Jul 2017
Noisy Networks for Exploration Meire Fortunato M. G. Azar Bilal Piot Jacob Menick Ian Osband ... Rémi Munos Demis Hassabis Olivier Pietquin Charles Blundell Shane Legg 76 890 0 30 Jun 2017
Deep Reinforcement Learning: An Overview Yuxi Li OffRL VLM 139 1,517 0 25 Jan 2017
Dueling Network Architectures for Deep Reinforcement Learning Ziyun Wang Tom Schaul Matteo Hessel H. V. Hasselt Marc Lanctot Nando de Freitas OffRL 72 3,742 0 20 Nov 2015
Prioritized Experience Replay Tom Schaul John Quan Ioannis Antonoglou David Silver OffRL 206 3,781 0 18 Nov 2015
Deep Reinforcement Learning with Double Q-learning H. V. Hasselt A. Guez David Silver OffRL 141 7,590 0 22 Sep 2015
Deep Recurrent Q-Learning for Partially Observable MDPs Matthew J. Hausknecht Peter Stone 102 1,668 0 23 Jul 2015
Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift Sergey Ioffe Christian Szegedy OOD 376 43,154 0 11 Feb 2015
Adam: A Method for Stochastic Optimization Diederik P. Kingma Jimmy Ba ODL 1.1K 149,474 0 22 Dec 2014
Playing Atari with Deep Reinforcement Learning Volodymyr Mnih Koray Kavukcuoglu David Silver Alex Graves Ioannis Antonoglou Daan Wierstra Martin Riedmiller 105 12,163 0 19 Dec 2013
Twitter mood predicts the stock market J. Bollen Huina Mao Xiao-Jun Zeng AIFin 83 5,088 0 14 Oct 2010