English
Related papers

Related papers: A Novel Deep Reinforcement Learning Based Stock Di…

200 papers

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Accurate and robust stock trend forecasting has been a crucial and challenging task, as stock price changes are influenced by multiple factors. Graph neural network-based methods have recently achieved remarkable success in this domain by…

Statistical Finance · Quantitative Finance 2024-10-11 Yingjie Niu , Lanxin Lu , Rian Dolphin , Valerio Poti , Ruihai Dong

Stock prediction aims to predict the future trends of a stock in order to help investors to make good investment decisions. Traditional solutions for stock prediction are based on time-series models. With the recent success of deep neural…

Computational Engineering, Finance, and Science · Computer Science 2019-12-17 Fuli Feng , Xiangnan He , Xiang Wang , Cheng Luo , Yiqun Liu , Tat-Seng Chua

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Statistical Finance · Quantitative Finance 2022-11-15 Shayan Halder

This project addresses the challenge of automated stock trading, where traditional methods and direct reinforcement learning (RL) struggle with market noise, complexity, and generalization. Our proposed solution is an integrated deep…

Machine Learning · Computer Science 2025-05-08 John Christopher Tidwell , John Storm Tidwell

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

This paper investigates the application of Quantum Generative Adversarial Networks (QGANs) for stock price prediction. Financial markets are inherently complex, marked by high volatility and intricate patterns that traditional models often…

Machine Learning · Computer Science 2025-12-24 Sangram Deshpande , Gopal Ramesh Dahale , Sai Nandan Morapakula , Uday Wad

In stock trading, feature extraction and trading strategy design are the two important tasks to achieve long-term benefits using machine learning techniques. Several methods have been proposed to design trading strategy by acquiring trading…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Supriya Bajpai

This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…

Trading and Market Microstructure · Quantitative Finance 2022-06-06 Thibaut Théate , Damien Ernst

Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. This motivates us to provide a structured and comprehensive overview of the research on stock market…

General Finance · Quantitative Finance 2023-02-10 Jinan Zou , Qingying Zhao , Yang Jiao , Haiyao Cao , Yanxi Liu , Qingsen Yan , Ehsan Abbasnejad , Lingqiao Liu , Javen Qinfeng Shi

More and more stock trading strategies are constructed using deep reinforcement learning (DRL) algorithms, but DRL methods originally widely used in the gaming community are not directly adaptable to financial data with low signal-to-noise…

Computational Finance · Quantitative Finance 2023-07-27 Jie Zou , Jiashu Lou , Baohua Wang , Sixue Liu

This paper proposes a Deep Reinforcement Learning algorithm for financial portfolio trading based on Deep Q-learning. The algorithm is capable of trading high-dimensional portfolios from cross-sectional datasets of any size which may…

Portfolio Management · Quantitative Finance 2021-12-10 Uta Pigorsch , Sebastian Schäfer

In this paper, we propose a model to analyze sentiment of online stock forum and use the information to predict the stock volatility in the Chinese market. We have labeled the sentiment of the online financial posts and make the dataset…

Social and Information Networks · Computer Science 2017-05-09 Yifan Liu , Zengchang Qin , Pengyu Li , Tao Wan

While stock prediction task traditionally relies on volume-price and fundamental data to predict the return ratio or price movement trend, sentiment factors derived from social media platforms such as StockTwits offer a complementary and…

Computational Engineering, Finance, and Science · Computer Science 2025-11-11 Wanyun Zhou , Saizhuo Wang , Xiang Li , Yiyan Qi , Jian Guo , Xiaowen Chu

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…

Statistical Finance · Quantitative Finance 2021-08-13 Weiwei Jiang

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

Predicting stock prices presents a challenging research problem due to the inherent volatility and non-linear nature of the stock market. In recent years, knowledge-enhanced stock price prediction methods have shown groundbreaking results…

Statistical Finance · Quantitative Finance 2023-08-10 Liping Wang , Jiawei Li , Lifan Zhao , Zhizhuo Kou , Xiaohan Wang , Xinyi Zhu , Hao Wang , Yanyan Shen , Lei Chen

Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset…

Machine Learning · Computer Science 2020-03-09 Yifan Zhang , Peilin Zhao , Qingyao Wu , Bin Li , Junzhou Huang , Mingkui Tan

Leveraging network information for predictive modeling has become widespread in many domains. Within the realm of referral and targeted marketing, influencer detection stands out as an area that could greatly benefit from the incorporation…

Social and Information Networks · Computer Science 2024-09-11 Elena Tiukhova , Emiliano Penaloza , María Óskarsdóttir , Bart Baesens , Monique Snoeck , Cristián Bravo

In the last years, deep learning has shown to be a game-changing technology in artificial intelligence thanks to the numerous successes it reached in diverse application fields. Among others, the use of deep learning for the recommendation…

Information Retrieval · Computer Science 2018-07-16 Vito Bellini , Angelo Schiavone , Tommaso Di Noia , Azzurra Ragone , Eugenio Di Sciascio