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Financial portfolio management is the process of constant redistribution of a fund into different financial products.
Continuous Control with Deep Reinforcement Learning
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Portfolio selection: efficient diversification of investments , volume 16
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Universal data compression and portfolio selection
Thomas M Cover · 1996
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Louis Leithold · 1996
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Long short-term memory
Sepp Hochreiter and Jürgen Schmidhuber · 1997
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On-line portfolio selection using multiplicative updates
David P Helmbold, Robert E Schapire, Yoram Singer, and Manfred K Warmuth · 1998
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Performance functions and reinforcement learning for trading systems and portfolios
John Moody, Lizhong Wu, Yuansong Liao, and Matthew Saffell · 1998
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Allan Borodin, Ran El-Yaniv, and Vincent Gogan · 2000
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Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation
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Learning to trade via direct reinforcement
J. Moody and M. Saffell · 2001
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Can we learn to beat the best stock
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Forecasting seasonals and trends by exponentially weighted moving averages
Charles C Holt · 2004
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Maximum drawdown
Malik Magdon-Ismail and Amir F Atiya · 2004
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Robust median reversion strategy for on-line portfolio selection
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Confidence weighted mean reversion strategy for online portfolio selection
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Forecasting S&P 500 index using artificial neural networks and design of experiments
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Performance analysis of log-optimal portfolio strategies with transaction costs
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An investigation into the use of reinforcement learning techniques within the algorithmic trading domain
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Human-level control through deep reinforcement learning
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Asynchronous methods for deep reinforcement learning
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David Silver, Aja Huang, Chris J Maddison, Arthur Guez, Laurent Sifre, George Van Den Driessche, Julian Schrittwieser, Ioannis Antonoglou, Veda Panneershelvam, Marc Lanctot, et al · 2016
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Deep direct reinforcement learning for financial signal representation and trading
Yue Deng, Feng Bao, Youyong Kong, Zhiquan Ren, and Qionghai Dai · 2017
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