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Cryptocurrency investment is inherently difficult due to its shorter history compared to traditional assets, the need to integrate vast amounts of data from various modalities, and the requirement for complex reasoning. While deep learning…

Trading and Market Microstructure · Quantitative Finance 2025-01-08 Yichen Luo , Yebo Feng , Jiahua Xu , Paolo Tasca , Yang Liu

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

The utilization of Large Language Models (LLMs) in financial trading has primarily been concentrated within the stock market, aiding in economic and financial decisions. Yet, the unique opportunities presented by the cryptocurrency market,…

Trading and Market Microstructure · Quantitative Finance 2024-07-16 Yuan Li , Bingqiao Luo , Qian Wang , Nuo Chen , Xu Liu , Bingsheng He

Machine learning has recently enabled large advances in artificial intelligence, but these results can be highly centralized. The large datasets required are generally proprietary; predictions are often sold on a per-query basis; and…

Artificial Intelligence · Computer Science 2020-09-23 Justin D. Harris

Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

In today's forex market traders increasingly turn to algorithmic trading, leveraging computers to seek more profits. Deep learning techniques as cutting-edge advancements in machine learning, capable of identifying patterns in financial…

Computational Engineering, Finance, and Science · Computer Science 2024-08-31 Davoud Sarani , Parviz Rashidi-Khazaee

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

Trading and Market Microstructure · Quantitative Finance 2024-07-29 Abdul Jabbar , Syed Qaisar Jalil

Price movement prediction has always been one of the traders' concerns in financial market trading. In order to increase their profit, they can analyze the historical data and predict the price movement. The large size of the data and…

Machine Learning · Computer Science 2022-10-10 Naseh Majidi , Mahdi Shamsi , Farokh Marvasti

Autonomy is fundamental for artificial agents acting in complex real-world scenarios. The acquisition of many different skills is pivotal to foster versatile autonomous behaviour and thus a main objective for robotics and machine learning.…

Artificial Intelligence · Computer Science 2019-05-08 Vieri Giuliano Santucci , Emilio Cartoni , Bruno Castro da Silva , Gianluca Baldassarre

High-frequency trading is prevalent, where automated decisions must be made quickly to take advantage of price imbalances and patterns in price action that forecast near-future movements. While many algorithms have been explored and tested,…

Computational Finance · Quantitative Finance 2023-11-07 Koti S. Jaddu , Paul A. Bilokon

Offline reinforcement-learning (RL) algorithms learn to make decisions using a given, fixed training dataset without online data collection. This problem setting is captivating because it holds the promise of utilizing previously collected…

Machine Learning · Computer Science 2022-12-07 Dan Elbaz , Gal Novik , Oren Salzman

Large Language Models (LLMs) have demonstrated remarkable potential as autonomous agents, approaching human-expert performance through advanced reasoning and tool orchestration. However, decision-making in fully dynamic and live…

Computational Finance · Quantitative Finance 2025-12-15 Tianyu Fan , Yuhao Yang , Yangqin Jiang , Yifei Zhang , Yuxuan Chen , Chao Huang

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

Trading and Market Microstructure · Quantitative Finance 2019-08-29 Haoqian Li , Thomas Lau

Portfolio theory is a very powerful tool in the modern investment theory. It is helpful in estimating risk of an investor's portfolio, which arises from our lack of information, uncertainty and incomplete knowledge of reality, which forbids…

Physics and Society · Physics 2010-04-27 Malgorzata Snarska , Jakub Krzych

Autonomous trading strategies have been a subject of research within the field of artificial intelligence (AI) for aconsiderable period. Various AI techniques have been explored to develop autonomous agents capable of trading financial…

Computational Finance · Quantitative Finance 2025-08-20 Paulo André Lima de Castro

There's a long tradition of research using computational intelligence (methods from artificial intelligence (AI) and machine learning (ML)), to automatically discover, implement, and fine-tune strategies for autonomous adaptive automated…

Computational Engineering, Finance, and Science · Computer Science 2020-12-01 Dave Cliff , Michael Rollins

For the development of successful share trading strategies, forecasting the course of action of the stock market index is important. Effective prediction of closing stock prices could guarantee investors attractive benefits. Machine…

Statistical Finance · Quantitative Finance 2021-04-16 Nazish Ashfaq , Zubair Nawaz , Muhammad Ilyas

In the digital era, data has become a pivotal asset, advancing technologies such as autonomous driving. Despite this, data trading faces challenges like the absence of robust pricing methods and the lack of trustworthy trading mechanisms.…

Computers and Society · Computer Science 2024-07-02 Yi Yu , Shengyue Yao , Tianchen Zhou , Yexuan Fu , Jingru Yu , Ding Wang , Xuhong Wang , Cen Chen , Yilun Lin

Deep learning has become an increasingly common technique for various control problems, such as robotic arm manipulation, robot navigation, and autonomous vehicles. However, the downside of using deep neural networks to learn control…

Machine Learning · Computer Science 2020-02-28 Sampo Kuutti , Saber Fallah , Richard Bowden

We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

Portfolio Management · Quantitative Finance 2024-11-22 Wee Ling Tan , Stephen Roberts , Stefan Zohren