Fetching the paper…
Reading the bibliography…
High-frequency trading (HFT) uses computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market (e.g., Bitcoin).
Spline smoothing: the equivalent variable kernel method
Silverman, B. W. 1984 · 1984
Earlier work this paper cites.
Long short-term memory
Hochreiter, S.; and Schmidhuber, J. 1997 · 1997
Earlier work this paper cites.
Market microstructure: A survey
Madhavan, A. 2000 · 2000
Earlier work this paper cites.
Order imbalance, liquidity, and market returns
Chordia, T.; Roll, R.; and Subrahmanyam, A. 2002 · 2002
Earlier work this paper cites.
Thou shalt buy and hold
Shiryaev, X. Y. 2008 · 2008
Earlier work this paper cites.
Muda, L.; Begam, M.; and Elamvazuthi, I. 2010 · 2010
Earlier work this paper cites.
Diversification and performance in developed and emerging market contexts: A review of the literature
Purkayastha, S.; Manolova, T. S.; and Edelman, L. F. 2012 · 2012
Earlier work this paper cites.
Playing Atari with deep reinforcement learning
Mnih, V.; Kavukcuoglu, K.; Silver, D.; Graves, A.; Antonoglou, I.; Wierstra, D.; and Riedmiller, M. 2013 · 2013
Earlier work this paper cites.
An investigation into the use of reinforcement learning techniques within the algorithmic trading domain
Cumming, J.; Alrajeh, D. D.; and Dickens, L. 2015 · 2015
Earlier work this paper cites.
Human-level control through deep reinforcement learning
Mnih, V.; Kavukcuoglu, K.; Silver, D.; Rusu, A. A.; Veness, J.; Bellemare, M. G.; Graves, A.; Riedmiller, M.; Fidjeland, A. K.; Ostrovski, G.; et al. 2015 · 2015
Cited alongside, same era.
Deep reinforcement learning with double q-learning
Van Hasselt, H.; Guez, A.; and Silver, D. 2016 · 2016
Cited alongside, same era.
Proximal policy optimization algorithms
Schulman, J.; Wolski, F.; Dhariwal, P.; Radford, A.; and Klimov, O. 2017 · 2017
Cited alongside, same era.
Reinforcement learning: An introduction
Sutton, R. S.; and Barto, A. G. 2018 · 2018
Cited alongside, same era.
Predicting bitcoin returns using high-dimensional technical indicators
Huang, J.-Z.; Huang, W.; and Ni, J. 2019 · 2019
Cited alongside, same era.
Deep reinforcement learning for active high frequency trading
High-frequency trading on decentralized on-chain exchanges
Zhou, L.; Qin, K.; Torres, C. F.; Le, D. V.; and Gervais, A. 2021 · 2021
Later among the works it cites.
Cleanrl: High-quality single-file implementations of deep reinforcement learning algorithms
Huang, S.; Dossa, R. F. J.; Ye, C.; Braga, J.; Chakraborty, D.; Mehta, K.; and Araújo, J. G. 2022 · 2022
Later among the works it cites.
Enforcing network safety-margins in industrial process control using MACD indicators
Krug, T.; Dobaj, J.; and Macher, G. 2022 · 2022
Later among the works it cites.
MetaTrader: An reinforcement learning approach integrating diverse policies for portfolio optimization
Niu, H.; Li, S.; and Li, J. 2022 · 2022
Later among the works it cites.
DeepScalper: A Risk-aware reinforcement learning framework to capture fleeting intraday trading opportunities
Sun, S.; Xue, W.; Wang, R.; He, X.; Zhu, J.; Li, J.; and An, B. 2022 · 2022
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Briola, A.; Turiel, J.; Marcaccioli, R.; and Aste, T. 2021 · 2021
Cited alongside, same era.
The psychology of cryptocurrency trading: Risk and protective factors
Delfabbro, P.; King, D. L.; and Williams, J. 2021 · 2021
Cited alongside, same era.
An application of deep reinforcement learning to algorithmic trading
Théate, T.; and Ernst, D. 2021 · 2021
Cited alongside, same era.
Commission fee is not enough: A hierarchical reinforced framework for portfolio management
Wang, R.; Wei, H.; An, B.; Feng, Z.; and Yao, J. 2021 · 2021
Cited alongside, same era.
Towards Generalizable Reinforcement Learning for Trade Execution
Zhang, C.; Duan, Y.; Chen, X.; Chen, J.; Li, J.; and Zhao, L. 2023a
Cited in the paper.
Towards generalizable reinforcement learning for trade execution
Zhang, C.; Duan, Y.; Chen, X.; Chen, J.; Li, J.; and Zhao, L. 2023b
Cited in the paper.
Zhu, T.; and Zhu, W. 2022 · 2022
Later among the works it cites.
A systematic literature review of investor behavior in the cryptocurrency markets
Almeida, J.; and Gonçalves, T. C. 2023 · 2023
Closest in time.
Mastering stock markets with efficient mixture of diversified trading experts
Sun, S.; Wang, X.; Xue, W.; Lou, X.; and An, B. 2023 · 2023
Closest in time.