A multi-agent reinforcement learning framework for optimizing financial trading strategies based on timesnet

Y Huang, C Zhou, K Cui, X Lu - Expert Systems with Applications, 2024 - Elsevier
An increasing number of studies have shown the effectiveness of using deep reinforcement
learning to learn profitable trading strategies from financial market data. However, a single …

A novel deep reinforcement learning framework with BiLSTM-Attention networks for algorithmic trading

Y Huang, X Wan, L Zhang, X Lu - Expert Systems with Applications, 2024 - Elsevier
The financial market, as a complex nonlinear dynamic system frequently influenced by
various factors, such as international investment capital, is very challenging to build trading …

Outperforming algorithmic trading reinforcement learning systems: A supervised approach to the cryptocurrency market

LK Felizardo, FCL Paiva, C de Vita Graves… - Expert Systems with …, 2022 - Elsevier
The interdisciplinary relationship between machine learning and financial markets has long
been a theme of great interest among both research communities. Recently, reinforcement …

[HTML][HTML] DADE-DQN: Dual Action and Dual Environment Deep Q-Network for Enhancing Stock Trading Strategy

Y Huang, X Lu, C Zhou, Y Song - Mathematics, 2023 - mdpi.com
Deep reinforcement learning (DRL) has attracted strong interest since AlphaGo beat human
professionals, and its applications in stock trading are widespread. In this paper, an …

[PDF][PDF] Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization

S Sood, K Papasotiriou, M Vaiciulis… - FinPlan, 2023 - icaps23.icaps-conference.org
Portfolio Management is the process of overseeing a group of investments, referred to as a
portfolio, with the objective of achieving predetermined investment goals and objectives …

Improving algorithmic trading consistency via human alignment and imitation learning

Y Huang, C Zhou, K Cui, X Lu - Expert Systems with Applications, 2024 - Elsevier
Research on algorithmic trading using reinforcement learning has become increasingly
popular in recent years. Although most of the current reinforcement learning methods are …

Investigation into a Practical Application of Reinforcement Learning for the Stock Market

P Traxler, S Aman, W Rogers, A Okun - SMU Data Science Review, 2023 - scholar.smu.edu
A major problem of the financial industry is the ability to adapt their trading strategies at the
same rate the market evolves. This paper proposes a solution using existing Reinforcement …

[PDF][PDF] Exploring the boundaries of Deep Reinforcement Learning in simulated environments: A study on financial trading and lot-sizing

L KANASHIRO FELIZARDO - 2024 - iris.unito.it
Given today's rapidly changing and complex environment, crafting robust methodologies for
decision-making is essential. In algorithmic decision-making processes, the Reinforcement …

[PDF][PDF] News Sentiment vs. Social Media Sentiment in Algorithmic Trading

I Wilson - maherou.github.io
Analyzing sentiment related to financial markets helps investors gain an understanding of
the outlook toward a given security. Algorithmic trading is ubiquitous, but a generally …

[引用][C] A Review on Sentiment Analysis in Reinforcement Learning Model for Stock Market Analysis

PC Soon, TP Tan, HY Chan, KH Gan - International Journal of Asian …, 2022 - World Scientific
Sentiment analysis is a natural language processing approach that is widely implemented
for many natural language processing applications such as translation, chatbots, and more …