Fetching the paper…
Reading the bibliography…
Financial portfolio management (PM) is one of the most applicable problems in reinforcement learning (RL) owing to its sequential decision-making nature.
Available from: https://arxiv.org/abs/1908.10063
Araci D. FinBERT: Financial Sentiment Analysis with Pre-trained Language Models; 2019 · 1908
Earlier work this paper cites.
On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
Mann HB, Whitney DR · 1947
Earlier work this paper cites.
Portfolio Selection
Markowitz H · 1952
Earlier work this paper cites.
Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
DeMiguel V, Garlappi L, Uppal R · 1953
Earlier work this paper cites.
Contributions to probability and statistics: Essays in honor of Harold Hotelling
Olkin I, Hotelling H · 1960
Earlier work this paper cites.
An analysis of variance test for normality (complete samples)†
SHAPIRO SS, WILK MB · 1965
Earlier work this paper cites.
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
Fama EF · 1970
Earlier work this paper cites.
Performance Measurement in a Downside Risk Framework
Sortino FA, Price LN · 1994
Earlier work this paper cites.
Designing a Multi-Agent Portfolio Management System
Sycara K, Decker K, Zeng D · 1995
Earlier work this paper cites.
Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications
Murphy JJ · 1999
Earlier work this paper cites.
A Dictionary of Finance and Banking
Law J, Smullen J · 2008
Earlier work this paper cites.
A Multiagent System for Efficient Portfolio Management
López VF, Alonso N, Alonso L, Moreno MN · 2010
Cited alongside, same era.
Ensemble-based classifiers
Rokach L · 2010
Cited alongside, same era.
Rectified Linear Units Improve Restricted Boltzmann Machines
Nair V, Hinton GE · 2010
Cited alongside, same era.
Performance analysis of log-optimal portfolio strategies with transaction costs
Ormos M, Urbán A · 2011
Cited alongside, same era.
Available from: https://arxiv.org/abs/1312.5602
Mnih V, Kavukcuoglu K, Silver D, Graves A, Antonoglou I, Wierstra D, et al.. Playing Atari with Deep Reinforcement Learning; 2013 · 2013
Cited alongside, same era.
Deterministic Policy Gradient Algorithms
Silver D, Lever G, Heess N, Degris T, Wierstra D, Riedmiller M · 2014
Available from: https://arxiv.org/abs/1808.09940
Liang Z, Chen H, Zhu J, Jiang K, Li Y. Adversarial Deep Reinforcement Learning in Portfolio Management; 2018 · 2018
Later among the works it cites.
Deep Reinforcement Learning Hands-On: Apply Modern RL Methods, with Deep Q-Networks, Value Iteration, Policy Gradients, TRPO, AlphaGo Zero and More
Lapan M · 2018
Later among the works it cites.
Available from: https://arxiv.org/abs/1509.02971
Lillicrap TP, Hunt JJ, Pritzel A, Heess N, Erez T, Tassa Y, et al.. Continuous control with deep reinforcement learning; 2019 · 2019
Later among the works it cites.
BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding
Devlin J, Chang MW, Lee K, Toutanova K · 2019
Later among the works it cites.
Reinforcement-Learning Based Portfolio Management with Augmented Asset Movement Prediction States
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Cited alongside, same era.
Online Portfolio Selection: A Survey
Li B, Hoi SCH · 2014
Cited alongside, same era.
Available from: https://arxiv.org/abs/1511.06581
Wang Z, Schaul T, Hessel M, van Hasselt H, Lanctot M, de Freitas N. Dueling Network Architectures for Deep Reinforcement Learning; 2016 · 2016
Cited alongside, same era.
Available from: https://arxiv.org/abs/1706.10059
Jiang Z, Xu D, Liang J. A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem; 2017 · 2017
Cited alongside, same era.
Available from: https://arxiv.org/abs/1707.06347
Schulman J, Wolski F, Dhariwal P, Radford A, Klimov O. Proximal Policy Optimization Algorithms; 2017 · 2017
Cited alongside, same era.
ENCASE: An ENsemble ClASsifiEr for ECG classification using expert features and deep neural networks
Hong S, Wu M, Zhou Y, Wang Q, Shang J, Li H, et al · 2017
Cited alongside, same era.
Ye Y, Pei H, Wang B, Chen PY, Zhu Y, Xiao J, et al · 2020
Later among the works it cites.
MAPS: Multi-Agent reinforcement learning-based Portfolio management System
Lee J, Kim R, Yi SW, Kang J · 2020
Later among the works it cites.
Adaptive Quantitative Trading: An Imitative Deep Reinforcement Learning Approach
Liu Y, Liu Q, Zhao H, Pan Z, Liu C · 2020
Later among the works it cites.
https://data.nasdaq.com/data/EOD-end-of-day-us-stock-prices
QuoteMedia. End-Of-Day Data; 2020 · 2020
Later among the works it cites.
https://data.nasdaq.com/databases/NS1/data
InfoTrie. FinSentS Web News Sentiment; 2021 · 2021
Closest in time.
https://github.com/hudson-and-thames/mlfinlab
Hudson and Thames Quantitative Research. Machine Learning Financial Laboratory (MlFinLab); 2021 · 2021
Closest in time.
Deep Reinforcement Learning with Double Q-Learning
Hasselt Hv, Guez A, Silver D · 2094
Closest in time.