Quantum computing for finance
Quantum computers are expected to surpass the computational capabilities of classical
computers and have a transformative impact on numerous industry sectors. We present a …
computers and have a transformative impact on numerous industry sectors. We present a …
Recent advances in reinforcement learning in finance
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 …
revolutionized the techniques on data processing and data analysis and brought new …
Dive into deep learning
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 …
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
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 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 …
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
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 …
quantitative finance, getting hands-on experiences is attractive to beginners. However, to …
FinRL: Deep reinforcement learning framework to automate trading in quantitative finance
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 …
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
Finance is a particularly challenging playground for deep reinforcement learning. However,
establishing high-quality market environments and benchmarks for financial reinforcement …
establishing high-quality market environments and benchmarks for financial reinforcement …
Deep learning for portfolio optimization
We adopt deep learning models to directly optimise the portfolio Sharpe ratio. The
framework we present circumvents the requirements for forecasting expected returns and …
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
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 …
attracted the interest of both economists and computer scientists. Over the course of the last …