Recent Advances in Reinforcement Learning in Finance

8 December 2021

Papers citing "Recent Advances in Reinforcement Learning in Finance"

50 / 122 papers shown

Title
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions Shanyu Han Yang Liu Xiang Yu 58 0 0 07 May 2025
FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading Guojun Xiong Zhiyang Deng Keyi Wang Yupeng Cao Haohang Li ... Kaleb Smith Xiao-Yang Liu J. Huang Sophia Ananiadou Qianqian Xie AIFin 360 1 0 20 Feb 2025
Revisiting Ensemble Methods for Stock Trading and Crypto Trading Tasks at ACM ICAIF FinRL Contest 2023-2024 Nikolaus Holzer Keyi Wang Kairong Xiao Xiao-Yang Liu Yanglet AIFin 55 1 0 18 Jan 2025
AuctionNet: A Novel Benchmark for Decision-Making in Large-Scale Games Kefan Su Yusen Huo Zhilin Zhang Shuai Dou Chuan Yu Jian Xu Zongqing Lu Bo Zheng 118 7 0 31 Dec 2024
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 142 3 0 20 Aug 2024
An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methods Yanli Liu Kai Zhang Tamer Basar W. Yin 78 107 0 15 Nov 2022
Guarantees for Epsilon-Greedy Reinforcement Learning with Function Approximation Christoph Dann Yishay Mansour M. Mohri Ayush Sekhari Karthik Sridharan 54 52 0 19 Jun 2022
Generative Adversarial Networks Gilad Cohen Raja Giryes GAN 194 30,069 0 01 Mar 2022
Reinforcement Learning with Dynamic Convex Risk Measures Anthony Coache S. Jaimungal 49 27 0 26 Dec 2021
Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms Yanwei Jia X. Zhou OffRL 98 81 0 22 Nov 2021
FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance Xiao-Yang Liu Hongyang Yang Jiechao Gao Chris Wang AIFin OffRL 87 95 0 07 Nov 2021
Robust Risk-Aware Reinforcement Learning S. Jaimungal Silvana M. Pesenti Ye Wang Hariom Tatsat 58 33 0 23 Aug 2021
Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach Yanwei Jia X. Zhou OffRL 35 65 0 15 Aug 2021
Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning Haoran Wang S. Yu AIFin 88 13 0 19 May 2021
Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls Xin Guo Anran Hu Yufei Zhang 36 24 0 19 Apr 2021
Deep Hedging of Derivatives Using Reinforcement Learning Jay Cao Jacky Chen J. Hull Zissis Poulos 48 74 0 29 Mar 2021
Doubly Robust Off-Policy Actor-Critic: Convergence and Optimality Tengyu Xu Zhuoran Yang Zhaoran Wang Yingbin Liang OffRL 71 25 0 23 Feb 2021
Non-stationary Reinforcement Learning without Prior Knowledge: An Optimal Black-box Approach Chen-Yu Wei Haipeng Luo OffRL 105 104 0 10 Feb 2021
Provably Efficient Reinforcement Learning with Linear Function Approximation Under Adaptivity Constraints Chi Jin Zhuoran Yang Zhaoran Wang OffRL 191 167 0 06 Jan 2021
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon B. Hambly Renyuan Xu Huining Yang 47 61 0 20 Nov 2020
Provable Multi-Objective Reinforcement Learning with Generative Models Dongruo Zhou Jiahao Chen Quanquan Gu OffRL 20 5 0 19 Nov 2020
State-Dependent Temperature Control for Langevin Diffusions Xuefeng Gao Z. Xu X. Zhou 62 27 0 15 Nov 2020
Efficient Learning in Non-Stationary Linear Markov Decision Processes Ahmed Touati Pascal Vincent 51 29 0 24 Oct 2020
Sample Efficient Reinforcement Learning with REINFORCE Junzi Zhang Jongho Kim Brendan O'Donoghue Stephen P. Boyd 62 104 0 22 Oct 2020
Model-Free Non-Stationary RL: Near-Optimal Regret and Applications in Multi-Agent RL and Inventory Control Weichao Mao Kai Zhang Ruihao Zhu D. Simchi-Levi Tamer Bacsar 59 13 0 07 Oct 2020
Finite-Time Analysis for Double Q-learning Huaqing Xiong Linna Zhao Yingbin Liang Wei Zhang 47 31 0 29 Sep 2020
Single-Timescale Actor-Critic Provably Finds Globally Optimal Policy Zuyue Fu Zhuoran Yang Zhaoran Wang 67 42 0 02 Aug 2020
Hedging using reinforcement learning: Contextual $k$ -Armed Bandit versus $Q$ -learning Loris Cannelli Giuseppe Nuti M. Sala O. Szehr OffRL 49 10 0 03 Jul 2020
Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon Matteo Basei Xin Guo Anran Hu Yufei Zhang 17 41 0 27 Jun 2020
Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism Wang Chi Cheung D. Simchi-Levi Ruihao Zhu OffRL 45 93 0 24 Jun 2020
Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty N. Vadori Sumitra Ganesh P. Reddy Manuela Veloso 21 11 0 23 Jun 2020
Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret Yingjie Fei Zhuoran Yang Yudong Chen Zhaoran Wang Qiaomin Xie 45 65 0 22 Jun 2020
Learning a functional control for high-frequency finance Laura Leal Mathieu Laurière Charles-Albert Lehalle AIFin 42 20 0 17 Jun 2020
Temporally-Extended ε-Greedy Exploration Will Dabney Georg Ostrovski André Barreto 41 34 0 02 Jun 2020
Breaking the Sample Size Barrier in Model-Based Reinforcement Learning with a Generative Model Gen Li Yuting Wei Yuejie Chi Yuxin Chen 80 127 0 26 May 2020
On the Global Convergence Rates of Softmax Policy Gradient Methods Jincheng Mei Chenjun Xiao Csaba Szepesvári Dale Schuurmans 111 287 0 13 May 2020
Non-asymptotic Convergence Analysis of Two Time-scale (Natural) Actor-Critic Algorithms Tengyu Xu Zhe Wang Yingbin Liang 64 58 0 07 May 2020
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits under Realizability D. Simchi-Levi Yunzong Xu OffRL 233 109 0 28 Mar 2020
Reinforcement Learning in Economics and Finance Arthur Charpentier Romuald Elie Carl Remlinger OffRL 49 152 0 22 Mar 2020
Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics Amir H. Mosavi Pedram Ghamisi Yaser Faghan Puhong Duan OffRL 48 152 0 21 Mar 2020
Provably Efficient Safe Exploration via Primal-Dual Policy Optimization Dongsheng Ding Xiaohan Wei Zhuoran Yang Zhaoran Wang M. Jovanović 61 162 0 01 Mar 2020
G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning M. Dixon I. Halperin 17 15 0 25 Feb 2020
Non-asymptotic Convergence of Adam-type Reinforcement Learning Algorithms under Markovian Sampling Huaqing Xiong Tengyu Xu Yingbin Liang Wei Zhang 45 33 0 15 Feb 2020
Conservative Exploration in Reinforcement Learning Evrard Garcelon Mohammad Ghavamzadeh A. Lazaric Matteo Pirotta 44 28 0 08 Feb 2020
Constrained Upper Confidence Reinforcement Learning Liyuan Zheng Lillian J. Ratliff 53 68 0 26 Jan 2020
A Finite-Time Analysis of Q-Learning with Neural Network Function Approximation Pan Xu Quanquan Gu 46 66 0 10 Dec 2019
Deep Reinforcement Learning for Trading Zihao Zhang S. Zohren Stephen J. Roberts AIFin 40 207 0 22 Nov 2019
Learning with Good Feature Representations in Bandits and in RL with a Generative Model Tor Lattimore Csaba Szepesvári Gellert Weisz OffRL 120 170 0 18 Nov 2019
Reinforcement Learning for Market Making in a Multi-agent Dealer Market Sumitra Ganesh N. Vadori Mengda Xu Huabao Zheng P. Reddy Manuela Veloso 40 71 0 14 Nov 2019
Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices Humoud Alsabah A. Capponi Octavio Ruiz Lacedelli Matt Stern 34 44 0 05 Nov 2019