Fetching the paper…
Reading the bibliography…
In the field of quantitative trading, it is common practice to transform raw historical stock data into indicative signals for the market trend.
Long Short-Term Memory
Sepp Hochreiter and Jürgen Schmidhuber. 1997 · 1997
Earlier work this paper cites.
Quantitative equity portfolio management: modern techniques and applications
Edward E Qian. 2007 · 2007
Earlier work this paper cites.
Qlib: An AI-oriented Quantitative Investment Platform
Xiao Yang, Weiqing Liu, Dong Zhou, Jiang Bian, and Tie-Yan Liu. 2020 · 2009
Earlier work this paper cites.
Finding Alphas: A Quantitative Approach to Building Trading Strategies
I. Tulchinsky. 2015 · 2015
Earlier work this paper cites.
XGBoost: A Scalable Tree Boosting System. In Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, San Francisco, CA, USA, August 13-17, 2016 , Balaji Krishnapuram, Mohak Shah, Alexander J. Smola, Charu C. Aggarwal, Dou Shen, and Rajeev Rastogi (Eds.). ACM, 785–794
Tianqi Chen and Carlos Guestrin. 2016 · 2016
Earlier work this paper cites.
Zura Kakushadze. 2016 · 2016
Earlier work this paper cites.
A review on time series forecasting techniques for building energy consumption
Chirag Deb, Fan Zhang, Junjing Yang, Siew Eang Lee, and Kwok Wei Shah. 2017 · 2017
Earlier work this paper cites.
LightGBM: A Highly Efficient Gradient Boosting Decision Tree. In Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, December 4-9, 2017, Long Beach, CA, USA , Isabelle Guyon, Ulrike von Luxburg, Samy Bengio, Hanna M. Wallach, Rob Fergus, S. V. N. Vishwanathan, and Roman Garnett (Eds.). 3146–3154
Guolin Ke, Qi Meng, Thomas Finley, Taifeng Wang, Wei Chen, Weidong Ma, Qiwei Ye, and Tie-Yan Liu. 2017 · 2017
Earlier work this paper cites.
Proximal Policy Optimization Algorithms
John Schulman, Filip Wolski, Prafulla Dhariwal, Alec Radford, and Oleg Klimov. 2017 · 2017
Earlier work this paper cites.
How are you feeling?: A personalized methodology for predicting mental states from temporally observable physical and behavioral information
Suppawong Tuarob, Conrad S. Tucker, Soundar R. T. Kumara, C. Lee Giles, Aaron L. Pincus, David E. Conroy, and Nilam Ram. 2017 · 2017
Cited alongside, same era.
Attention is All you Need. In Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, December 4-9, 2017, Long Beach, CA, USA , Isabelle Guyon, Ulrike von Luxburg, Samy Bengio, Hanna M. Wallach, Rob Fergus, S. V. N. Vishwanathan, and Roman Garnett (Eds.). 5998–6008
Ashish Vaswani, Noam Shazeer, Niki Parmar, Jakob Uszkoreit, Llion Jones, Aidan N. Gomez, Lukasz Kaiser, and Illia Polosukhin. 2017 · 2017
Cited alongside, same era.
Stock Price Prediction via Discovering Multi-Frequency Trading Patterns. In Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, Halifax, NS, Canada, August 13 - 17, 2017 . ACM, 2141–2149
Liheng Zhang, Charu C. Aggarwal, and Guo-Jun Qi. 2017 · 2017
Cited alongside, same era.
Online Detection of Stealthy False Data Injection Attacks in Power System State Estimation
Tianping Zhang, Yuanqi Li, Yifei Jin, and Jian Li. 2020 · 2020
Later among the works it cites.
AlphaEvolve: A Learning Framework to Discover Novel Alphas in Quantitative Investment. In SIGMOD ’21: International Conference on Management of Data, Virtual Event, China, June 20-25, 2021 , Guoliang Li, Zhanhuai Li, Stratos Idreos, and Divesh Srivastava (Eds.). ACM, 2208–2216
Can Cui, Wei Wang, Meihui Zhang, Gang Chen, Zhaojing Luo, and Beng Chin Ooi. 2021 · 2021
Later among the works it cites.
Symbolic Regression via Neural-Guided Genetic Programming Population Seeding
T. Nathan Mundhenk, Mikel Landajuela, Ruben Glatt, Daniel M. Faissol, and Brenden K. Petersen. 2021 · 2021
Later among the works it cites.
Deep symbolic regression: Recovering mathematical expressions from data via risk-seeking policy gradients. In 9th International Conference on Learning Representations, ICLR 2021, Virtual Event, Austria, May 3-7, 2021
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Aditya Ashok, Manimaran Govindarasu, and Venkataramana Ajjarapu. 2018 · 2018
Cited alongside, same era.
Learning Equations for Extrapolation and Control. In Proceedings of the 35th International Conference on Machine Learning, ICML 2018, Stockholmsmässan, Stockholm, Sweden, July 10-15, 2018 (Proceedings of Machine Learning Research, Vol. 80) , Jennifer G. Dy and Andreas Krause (Eds.). PMLR, 4439–4447
Subham S. Sahoo, Christoph H. Lampert, and Georg Martius. 2018 · 2018
Cited alongside, same era.
Revisiting Stock Alpha Mining Based On Genetic Algorithm
Xiaoming Lin, Ye Chen, Ziyu Li, and Kang He. 2019a · 2019
Cited alongside, same era.
Stock Alpha Mining Based On Genetic Algorithm
Xiaoming Lin, Ye Chen, Ziyu Li, and Kang He. 2019b · 2019
Cited alongside, same era.
You Impress Me: Dialogue Generation via Mutual Persona Perception. In Proceedings of the 58th Annual Meeting of the Association for Computational Linguistics, ACL 2020, Online, July 5-10, 2020 , Dan Jurafsky, Joyce Chai, Natalie Schluter, and Joel R. Tetreault (Eds.). Association for Computational Linguistics, 1417–1427
Qian Liu, Yihong Chen, Bei Chen, Jian-Guang Lou, Zixuan Chen, Bin Zhou, and Dongmei Zhang. 2020 · 2020
Cited alongside, same era.
Mastering atari, go, chess and shogi by planning with a learned model
Julian Schrittwieser, Ioannis Antonoglou, Thomas Hubert, Karen Simonyan, Laurent Sifre, Simon Schmitt, Arthur Guez, Edward Lockhart, Demis Hassabis, Thore Graepel, et al · 2020
Cited alongside, same era.
Brenden K. Petersen, Mikel Landajuela, T. Nathan Mundhenk, Cláudio Prata Santiago, Sookyung Kim, and Joanne Taery Kim. 2021 · 2021
Later among the works it cites.
SymbolicGPT: A Generative Transformer Model for Symbolic Regression
Mojtaba Valipour, Bowen You, Maysum Panju, and Ali Ghodsi. 2021 · 2021
Later among the works it cites.
DeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding. In Thirty-Fifth AAAI Conference on Artificial Intelligence, AAAI 2021, Thirty-Third Conference on Innovative Applications of Artificial Intelligence, IAAI 2021, The Eleventh Symposium on Educational Advances in Artificial Intelligence, EAAI 2021, Virtual Event, February 2-9, 2021 . AAAI Press, 643–650
Zhicheng Wang, Biwei Huang, Shikui Tu, Kun Zhang, and Lei Xu. 2021 · 2021
Later among the works it cites.
Wentao Xu, Weiqing Liu, Lewen Wang, Yingce Xia, Jiang Bian, Jian Yin, and Tie-Yan Liu. 2021a · 2021
Later among the works it cites.
REST: Relational Event-driven Stock Trend Forecasting. In WWW ’21: The Web Conference 2021, Virtual Event / Ljubljana, Slovenia, April 19-23, 2021 , Jure Leskovec, Marko Grobelnik, Marc Najork, Jie Tang, and Leila Zia (Eds.). ACM / IW3C2, 1–10
Wentao Xu, Weiqing Liu, Chang Xu, Jiang Bian, Jian Yin, and Tie-Yan Liu. 2021b · 2021
Later among the works it cites.
A Closer Look at Invalid Action Masking in Policy Gradient Algorithms. In Proceedings of the Thirty-Fifth International Florida Artificial Intelligence Research Society Conference, FLAIRS 2022, Hutchinson Island, Jensen Beach, Florida, USA, May 15-18, 2022 , Roman Barták, Fazel Keshtkar, and Michael Franklin (Eds.)
Shengyi Huang and Santiago Ontañón. 2022 · 2022
Later among the works it cites.