Related papers: Advancing Algorithmic Trading: A Multi-Technique E…

Deep learning methods are used on spectroscopic data to predict drug content in tablets from near infrared (NIR) spectra. Using convolutional neural networks (CNNs), features are ex- tracted from the spectroscopic data. Extended…

With the development of the financial industry, credit default prediction, as an important task in financial risk management, has received increasing attention. Traditional credit default prediction methods mostly rely on machine learning…

In this study, we applied the NEAT (NeuroEvolution of Augmenting Topologies) algorithm to stock trading using multiple technical indicators. Our approach focused on maximizing earning, avoiding risk, and outperforming the Buy & Hold…

This paper presents a state-of-the-art overview on how to architect, design, and optimize Deep Neural Networks (DNNs) such that performance is improved and accuracy is preserved. The paper covers a set of optimizations that span the entire…

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…

Accurate classification of fine-grained images remains a challenge in backbones based on convolutional operations or self-attention mechanisms. This study proposes novel dual-current neural networks (DCNN), which combine the advantages of…

We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders. Based on the ABIDES limit order book simulator, we build a…

The development of reinforced learning methods has extended application to many areas including algorithmic trading. In this paper trading on the stock exchange is interpreted into a game with a Markov property consisting of states,…

This paper provides a theoretical understanding of Deep Q-Network (DQN) with the $\varepsilon$-greedy exploration in deep reinforcement learning. Despite the tremendous empirical achievement of the DQN, its theoretical characterization…

Despite the great empirical success of deep reinforcement learning, its theoretical foundation is less well understood. In this work, we make the first attempt to theoretically understand the deep Q-network (DQN) algorithm (Mnih et al.,…

In this paper, we build on advances introduced by the Deep Q-Networks (DQN) approach to extend the multi-objective tabular Reinforcement Learning (RL) algorithm W-learning to large state spaces. W-learning algorithm can naturally solve the…

Machine learning models have widely been used in fraud detection systems. Most of the research and development efforts have been concentrated on improving the performance of the fraud scoring models. Yet, the downstream fraud alert systems…

Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to obtain an agent that automatically positions to win in the…

Deep neural networks (DNNs) have achieved tremendous success in computer vision, natural language processing, and scientific and engineering domains. However, DNNs can make unexpected, incorrect, yet overconfident predictions, leading to…

There is increasing interest in data-driven approaches for recommending optimal treatment strategies in many chronic disease management and critical care applications. Reinforcement learning methods are well-suited to this sequential…

Deep Q-learning is investigated as an end-to-end solution to estimate the optimal strategies for acting on time series input. Experiments are conducted on two idealized trading games. 1) Univariate: the only input is a wave-like price time…

Despite the empirical success of the deep Q network (DQN) reinforcement learning algorithm and its variants, DQN is still not well understood and it does not guarantee convergence. In this work, we show that DQN can indeed diverge and cease…

Stock trading strategy plays a crucial role in investment companies. However, it is challenging to obtain optimal strategy in the complex and dynamic stock market. We explore the potential of deep reinforcement learning to optimize stock…

Learning an effective representation for high-dimensional data is a challenging problem in reinforcement learning (RL). Deep reinforcement learning (DRL) such as Deep Q networks (DQN) achieves remarkable success in computer games by…

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…