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Related papers: Quantitative Trading using Deep Q Learning

200 papers

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Market makers play a key role in financial markets by providing liquidity. They usually fill order books with buy and sell limit orders in order to provide traders alternative price levels to operate. This paper focuses precisely on the…

Machine Learning · Computer Science 2021-12-10 Oscar Fernández Vicente , Fernando Fernández Rebollo , Francisco Javier García Polo

The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It…

Trading and Market Microstructure · Quantitative Finance 2025-06-06 Jędrzej Maskiewicz , Paweł Sakowski

As deep reinforcement learning (DRL) has been recognized as an effective approach in quantitative finance, getting hands-on experiences is attractive to beginners. However, to train a practical DRL trading agent that decides where to trade,…

Trading and Market Microstructure · Quantitative Finance 2022-03-03 Xiao-Yang Liu , Hongyang Yang , Qian Chen , Runjia Zhang , Liuqing Yang , Bowen Xiao , Christina Dan Wang

Algorithmic trading requires short-term tactical decisions consistent with long-term financial objectives. Reinforcement Learning (RL) has been applied to such problems, but adoption is limited by myopic behaviour and opaque policies. Large…

Machine Learning · Computer Science 2025-10-28 Adam Darmanin , Vince Vella

In recent years, many practitioners in quantitative finance have attempted to use Deep Reinforcement Learning (DRL) to build better quantitative trading (QT) strategies. Nevertheless, many existing studies fail to address several serious…

Portfolio Management · Quantitative Finance 2022-06-14 Zitao Song , Xuyang Jin , Chenliang Li

Artificial intelligence (AI) has demonstrated remarkable success across various applications. In light of this trend, the field of automated trading has developed a keen interest in leveraging AI techniques to forecast the future prices of…

Computational Engineering, Finance, and Science · Computer Science 2025-10-29 Dieu-Donne Fangnon , Armandine Sorel Kouyim Meli , Verlon Roel Mbingui , Phanie Dianelle Negho , Regis Konan Marcel Djaha , Lema Logamou Seknewna

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…

Mathematical Finance · Quantitative Finance 2022-05-31 Huifang Huang , Ting Gao , Yi Gui , Jin Guo , Peng Zhang

Reinforcement learning (RL) is concerned with how intelligence agents take actions in a given environment to maximize the cumulative reward they receive. In healthcare, applying RL algorithms could assist patients in improving their health…

Machine Learning · Statistics 2025-04-21 Chengchun Shi

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

Machine Learning · Computer Science 2025-05-27 Ziyi Zhou , Nicholas Stern , Julien Laasri

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…

Statistical Finance · Quantitative Finance 2020-04-06 Amir Mosavi , Pedram Ghamisi , Yaser Faghan , Puhong Duan

Quantum control is concerned with the realisation of desired dynamics in quantum systems, serving as a linchpin for advancing quantum technologies and fundamental research. Analytic approaches and standard optimisation algorithms do not…

Quantum Physics · Physics 2025-05-29 Jan Ole Ernst , Aniket Chatterjee , Tim Franzmeyer , Axel Kuhn

Reinforcement Learning (RL), a subfield of Artificial Intelligence (AI), focuses on training agents to make decisions by interacting with their environment to maximize cumulative rewards. This paper provides an overview of RL, covering its…

Artificial Intelligence · Computer Science 2024-12-04 Majid Ghasemi , Dariush Ebrahimi

This paper presents a review of the field of reinforcement learning (RL), with a focus on providing a comprehensive overview of the key concepts, techniques, and algorithms for beginners. RL has a unique setting, jargon, and mathematics…

Machine Learning · Computer Science 2023-04-04 Mohamed-Amine Chadi , Hajar Mousannif

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

Financial trading aims to build profitable strategies to make wise investment decisions in the financial market. It has attracted interests in the machine learning community for a long time. This paper proposes to trade financial assets…

Trading and Market Microstructure · Quantitative Finance 2021-09-14 Lin Li

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

Machine Learning · Computer Science 2025-04-17 Bruno Giorgio

The ability to prepare a physical system in a desired quantum state is central to many areas of physics such as nuclear magnetic resonance, cold atoms, and quantum computing. Yet, preparing states quickly and with high fidelity remains a…

Deep Reinforcement Learning (Deep RL) has been explored for a number of applications in finance and stock trading. In this paper, we present a practical implementation of Deep RL for trading natural gas futures contracts. The Sharpe Ratio…

Trading and Market Microstructure · Quantitative Finance 2023-09-12 Yuanrong Wang , Yinsen Miao , Alexander CY Wong , Nikita P Granger , Christian Michler