Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution

23 December 2020

Papers citing "Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution"

8 / 8 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 41 2 0 15 Jan 2025
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 95 3 0 20 Aug 2024
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading Chuqiao Zong Chaojie Wang Molei Qin Lei Feng Xinrun Wang Bo An AIFin 29 4 0 20 Jun 2024
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools Wentao Zhang Yilei Zhao Shuo Sun Jie Ying Yonggang Xie Zitao Song Xinrun Wang Bo An AIFin OOD 21 5 0 17 Nov 2023
Market Making with Deep Reinforcement Learning from Limit Order Books Hongli Guo Jianwu Lin Fanlin Huang OffRL 27 2 0 25 May 2023
Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization Xiaodong Li Pangjing Wu Chenxin Zou Qing Li 27 3 0 11 Dec 2022
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization Hui Niu Siyuan Li Jian Li AIFin 26 30 0 01 Sep 2022
Reinforcement Learning for Quantitative Trading Shuo Sun R. Wang Bo An OffRL AIFin 18 51 0 28 Sep 2021