Related papers: Deep Reinforcement Learning in Quantitative Algori…

This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

Reinforcement learning (RL) techniques have shown great success in many challenging quantitative trading tasks, such as portfolio management and algorithmic trading. Especially, intraday trading is one of the most profitable and risky tasks…

We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which…

Combining data-driven applications with control systems plays a key role in recent Autonomous Car research. This thesis offers a structured review of the latest literature on Deep Reinforcement Learning (DRL) within the realm of autonomous…

Deep reinforcement learning (RL) has achieved outstanding results in recent years. This has led to a dramatic increase in the number of applications and methods. Recent works have explored learning beyond single-agent scenarios and have…

Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of…

In light of the emergence of deep reinforcement learning (DRL) in recommender systems research and several fruitful results in recent years, this survey aims to provide a timely and comprehensive overview of the recent trends of deep…

Dynamic Portfolio optimization is the process of distribution and rebalancing of a fund into different financial assets such as stocks, cryptocurrencies, etc, in consecutive trading periods to maximize accumulated profits or minimize risks…

Deep learning has provided new ways of manipulating, processing and analyzing data. It sometimes may achieve results comparable to, or surpassing human expert performance, and has become a source of inspiration in the era of artificial…

Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…

Existing methods for optimal control struggle to deal with the complexity commonly encountered in real-world systems, including dimensionality, process error, model bias and data heterogeneity. Instead of tackling these system complexities…

Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose an ensemble strategy that employs deep reinforcement…

Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…

Deep Reinforcement Learning (DRL), a subset of machine learning focused on sequential decision-making, has emerged as a powerful approach for tackling financial trading problems. In finance, DRL is commonly used either to generate discrete…

With the application of artificial intelligence in the financial field, quantitative trading is considered to be profitable. Based on this, this paper proposes an improved deep recurrent DRQN-ARBR model because the existing quantitative…

Deep reinforcement learning (DRL) has been applied to a variety of problems during the past decade, and has provided effective control strategies in high-dimensional and non-linear situations that are challenging to traditional methods.…

We explore deep Reinforcement Learning(RL) algorithms for scalping trading and knew that there is no appropriate trading gym and agent examples. Thus we propose gym and agent like Open AI gym in finance. Not only that, we introduce new RL…

Portfolio management is the art and science in fiance that concerns continuous reallocation of funds and assets across financial instruments to meet the desired returns to risk profile. Deep reinforcement learning (RL) has gained increasing…

Reinforcement Learning and, recently, Deep Reinforcement Learning are popular methods for solving sequential decision-making problems modeled as Markov Decision Processes. RL modeling of a problem and selecting algorithms and…

The increasing demand for autonomous systems in complex and dynamic environments has driven significant research into intelligent path planning methodologies. For decades, graph-based search algorithms, linear programming techniques, and…