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Portfolio management via reinforcement learning is at the forefront of fintech research, which explores how to optimally reallocate a fund into different financial assets over the long term by trial-and-error.
Model-based deep reinforcement learning for dynamic portfolio optimization
Yu, P.; Lee, J. S.; Kulyatin, I.; Shi, Z.; and Dasgupta, S. 2019 · 1901
Earlier work this paper cites.
Stochastic nonstationary optimization for finding universal portfolios
Gaivoronski, A. A.; and Stella, F. 2000 · 2000
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Policy gradient methods for reinforcement learning with function approximation
Sutton, R. S.; McAllester, D. A.; Singh, S. P.; and Mansour, Y. 2000 · 2000
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Reinforcement-learning based portfolio management with augmented asset movement prediction states
Ye, Y.; Pei, H.; Wang, B.; Chen, P.-Y.; Zhu, Y.; Xiao, J.; and Li, B. 2020 · 2002
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Can we learn to beat the best stock
Borodin, A.; El-Yaniv, R.; and Gogan, V. 2004 · 2004
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Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics
Mosavi, A.; Ghamisi, P.; Faghan, Y.; and Duan, P. 2020 · 2004
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Reinforcement learning for optimized trade execution
Nevmyvaka, Y.; Feng, Y.; and Kearns, M. 2006 · 2006
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Universal portfolios
Cover, T. M. 2011 · 2011
Cited alongside, same era.
On-line portfolio selection with moving average reversion
Li, B.; and Hoi, S. C. 2012 · 2012
Cited alongside, same era.
Weighted moving average passive aggressive algorithm for online portfolio selection
Gao, L.; and Zhang, W. 2013 · 2013
Cited alongside, same era.
Playing Atari with deep reinforcement learning
Mnih, V.; Kavukcuoglu, K.; Silver, D.; Graves, A.; Antonoglou, I.; Wierstra, D.; and Riedmiller, M. 2013 · 2013
Cited alongside, same era.
Continuous control with deep reinforcement learning
Lillicrap, T. P.; Hunt, J. J.; Pritzel, A.; Heess, N.; Erez, T.; Tassa, Y.; Silver, D.; and Wierstra, D. 2015 · 2015
Cited alongside, same era.
Cryptocurrency portfolio management with deep reinforcement learning
Jiang, Z.; and Liang, J. 2017 · 2017
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A deep reinforcement learning framework for the financial portfolio management problem
Jiang, Z.; Xu, D.; and Liang, J. 2017 · 2017
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Adversarial deep reinforcement learning in portfolio management
Liang, Z.; Chen, H.; Zhu, J.; Jiang, K.; and Li, Y. 2018 · 2018
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An actor-critic-based portfolio investment method inspired by benefit-risk optimization
Tang, L. 2018 · 2018
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Action branching architectures for deep reinforcement learning
Tavakoli, A.; Pardo, F.; and Kormushev, P. 2018 · 2018
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Silver, D.; Huang, A.; Maddison, C. J.; Guez, A.; Sifre, L.; Van Den Driessche, G.; Schrittwieser, J.; Antonoglou, I.; Panneershelvam, V.; Lanctot, M.; et al. 2016 · 2016
Cited alongside, same era.
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown
Almahdi, S.; and Yang, S. Y. 2017 · 2017
Cited alongside, same era.
Empowering Things with Intelligence: A Survey of the Progress, Challenges, and Opportunities in Artificial Intelligence of Things
Zhang, J.; and Tao, D. 2020 · 2020
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