MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management

6 February 2021

Papers citing "MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management"

11 / 11 papers shown

Title
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 134 3 0 20 Aug 2024
MAPS: Multi-agent Reinforcement Learning-based Portfolio Management System Jinho Lee Raehyun Kim Seok-Won Yi Jaewoo Kang AIFin AI4TS 16 24 0 10 Jul 2020
Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States Yunan Ye Hengzhi Pei Wei Ping Pin-Yu Chen Yada Zhu Jun Xiao Yue Liu AIFin 29 141 0 09 Feb 2020
FinBERT: Financial Sentiment Analysis with Pre-trained Language Models Dogu Araci AIFin 88 637 0 27 Aug 2019
BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding Jacob Devlin Ming-Wei Chang Kenton Lee Kristina Toutanova VLM SSL SSeg 1.1K 93,936 0 11 Oct 2018
Proximal Policy Optimization Algorithms John Schulman Filip Wolski Prafulla Dhariwal Alec Radford Oleg Klimov OffRL 248 18,685 0 20 Jul 2017
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem Zhengyao Jiang Dixing Xu Jinjun Liang OOD 60 344 0 30 Jun 2017
Dueling Network Architectures for Deep Reinforcement Learning Ziyun Wang Tom Schaul Matteo Hessel H. V. Hasselt Marc Lanctot Nando de Freitas OffRL 67 3,742 0 20 Nov 2015
Deep Reinforcement Learning with Double Q-learning H. V. Hasselt A. Guez David Silver OffRL 136 7,590 0 22 Sep 2015
Continuous control with deep reinforcement learning Timothy Lillicrap Jonathan J. Hunt Alexander Pritzel N. Heess Tom Erez Yuval Tassa David Silver Daan Wierstra 225 13,174 0 09 Sep 2015
Playing Atari with Deep Reinforcement Learning Volodymyr Mnih Koray Kavukcuoglu David Silver Alex Graves Ioannis Antonoglou Daan Wierstra Martin Riedmiller 103 12,163 0 19 Dec 2013