Quantum computing for finance

D Herman, C Googin, X Liu, Y Sun, A Galda… - Nature Reviews …, 2023 - nature.com
Quantum computers are expected to surpass the computational capabilities of classical
computers and have a transformative impact on numerous industry sectors. We present a …

Recent advances in reinforcement learning in finance

B Hambly, R Xu, H Yang - Mathematical Finance, 2023 - Wiley Online Library
The rapid changes in the finance industry due to the increasing amount of data have
revolutionized the techniques on data processing and data analysis and brought new …

Dive into deep learning

A Zhang, ZC Lipton, M Li, AJ Smola - arXiv preprint arXiv:2106.11342, 2021 - arxiv.org
This open-source book represents our attempt to make deep learning approachable,
teaching readers the concepts, the context, and the code. The entire book is drafted in …

Deep reinforcement learning for automated stock trading: An ensemble strategy

H Yang, XY Liu, S Zhong, A Walid - Proceedings of the first ACM …, 2020 - dl.acm.org
Stock trading strategies play a critical role in investment. However, it is challenging to design
a profitable strategy in a complex and dynamic stock market. In this paper, we propose an …

A multi-agent deep reinforcement learning framework for algorithmic trading in financial markets

A Shavandi, M Khedmati - Expert Systems with Applications, 2022 - Elsevier
Algorithmic trading based on machine learning is a developing and promising field of
research. Financial markets have a complex, uncertain, and dynamic nature, making them …

FinRL: A deep reinforcement learning library for automated stock trading in quantitative finance

XY Liu, H Yang, Q Chen, R Zhang, L Yang… - arXiv preprint arXiv …, 2020 - arxiv.org
As deep reinforcement learning (DRL) has been recognized as an effective approach in
quantitative finance, getting hands-on experiences is attractive to beginners. However, to …

FinRL: Deep reinforcement learning framework to automate trading in quantitative finance

XY Liu, H Yang, J Gao, CD Wang - Proceedings of the second ACM …, 2021 - dl.acm.org
Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in
quantitative finance. However, there is a steep development curve for quantitative traders to …

FinRL-Meta: Market environments and benchmarks for data-driven financial reinforcement learning

XY Liu, Z Xia, J Rui, J Gao, H Yang… - Advances in …, 2022 - proceedings.neurips.cc
Finance is a particularly challenging playground for deep reinforcement learning. However,
establishing high-quality market environments and benchmarks for financial reinforcement …

Deep learning for portfolio optimization

Z Zhang, S Zohren, S Roberts - arXiv preprint arXiv:2005.13665, 2020 - arxiv.org
We adopt deep learning models to directly optimise the portfolio Sharpe ratio. The
framework we present circumvents the requirements for forecasting expected returns and …

[HTML][HTML] An overview of machine learning, deep learning, and reinforcement learning-based techniques in quantitative finance: recent progress and challenges

SK Sahu, A Mokhade, ND Bokde - Applied Sciences, 2023 - mdpi.com
Forecasting the behavior of the stock market is a classic but difficult topic, one that has
attracted the interest of both economists and computer scientists. Over the course of the last …