Learning financial asset-specific trading rules via deep reinforcement learning
Tài liệu tham khảo
Allen, 1999, Using genetic algorithms to find technical trading rules, Journal of Financial Economics, 51, 245, 10.1016/S0304-405X(98)00052-X
Bessembinder, 1995, The profitability of technical trading rules in the asian stock markets, Pacific-Basin Finance Journal, 3, 257, 10.1016/0927-538X(95)00002-3
Birogul, 2020, Yolo object recognition algorithm and ”buy-sell decision” model over 2D candlestick charts, IEEE Access, 8, 91894, 10.1109/ACCESS.2020.2994282
Brock, 1992, Simple technical trading rules and the stochastic properties of stock returns, The Journal of Finance, 47, 1731, 10.1111/j.1540-6261.1992.tb04681.x
Chen, 2007, Genetic network programming with sarsa learning and its application to creating stock trading rules, 220
Chien, 2010, (Mining associative classification rules with stock trading data–a ga-based method, Knowledge-Based Systems, 23, 605, 10.1016/j.knosys.2010.04.007
Deng, 2016, Deep direct reinforcement learning for financial signal representation and trading, IEEE Transactions on Neural Networks and Learning Systems, 28, 653, 10.1109/TNNLS.2016.2522401
Deng, 2020, The profitability of ichimoku kinkohyo based trading rules in stock markets and fx markets, International Journal of Finance & Economics
Fengqian, 2020, (An adaptive financial trading system using deep reinforcement learning with candlestick decomposing features, IEEE Access, 8, 63666, 10.1109/ACCESS.2020.2982662
Fischer, T. G. (2018). Reinforcement learning in financial markets-a survey. Technical report FAU discussion papers in economics.
Grobys, 2020, Technical trading rules in the cryptocurrency market, Finance Research Letters, 32, 10.1016/j.frl.2019.101396
Gunasekarage, 2001, The profitability of moving average trading rules in south asian stock markets, Emerging Markets Review, 2, 17, 10.1016/S1566-0141(00)00017-0
Hu, 2018, Deep stock representation learning: From candlestick charts to investment decisions, 2706
Keller, 2006
Lee, 2012, A causal knowledge-based expert system for planning an internet-based stock trading system, Expert Systems with Applications, 39, 8626, 10.1016/j.eswa.2012.01.191
Lei, 2020, Time-driven feature-aware jointly deep reinforcement learning for financial signal representation and algorithmic trading, Expert Systems with Applications, 140, 10.1016/j.eswa.2019.112872
Li, 2019, Application of deep reinforcement learning in stock trading strategies and stock forecasting, Computing, 1
Luo, 2019, A novel cnn-ddpg based ai-trader: Performance and roles in business operations, Transportation Research Part E: Logistics and Transportation Review, 131, 68, 10.1016/j.tre.2019.09.013
Mallick, 2008, An empirical study of genetic programming generated trading rules in computerized stock trading service system, 1
Mnih, 2015, Human-level control through deep reinforcement learning, Nature, 518, 529, 10.1038/nature14236
Moody, 1998, Performance functions and reinforcement learning for trading systems and portfolios, Journal of Forecasting, 17, 441, 10.1002/(SICI)1099-131X(1998090)17:5/6<441::AID-FOR707>3.0.CO;2-#
Northcott, 2009
Orquín-Serrano, 2020, Predictive power of adaptive candlestick patterns in forex market. eurusd case, Mathematics, 8, 802, 10.3390/math8050802
Potvin, 2004, Generating trading rules on the stock markets with genetic programming, Computers & Operations Research, 31, 1033, 10.1016/S0305-0548(03)00063-7
Pramudya, 2020, Efficiency of technical analysis for the stock trading, International Journal of Finance & Banking Studies, 9, 58
Rummery, 1994
Sharpe, 1994, The sharpe ratio, Journal of Portfolio Management, 21, 49, 10.3905/jpm.1994.409501
Suchaimanacharoen, 2020, Empowered pg in forex trading, 316
Sutton, 1998
Thammakesorn, 2019, Generating trading strategies based on candlestick chart pattern characteristics, Journal of Physics: Conference Series, 1195
Théate, 2020
Wang, 2017, 1
Wu, 2020, Adaptive stock trading strategies with deep reinforcement learning methods, Information Sciences, 10.1016/j.ins.2020.05.066
Xiong, 2018
Yang, 2010, Gnp-sarsa with subroutines for trading rules on stock markets, 1161
Zarkias, 2019, Deep reinforcement learning for financial trading using price trailing, 3067
Zhang, 2020, Deep reinforcement learning for trading, the Journal of Financial Data Science, 2, 25, 10.3905/jfds.2020.1.030