Agent Inspired Trading Using Recurrent Reinforcement Learning and LSTM Neural Networks
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- Richard Bellman, 1957. "On a Dynamic Programming Approach to the Caterer Problem--I," Management Science, INFORMS, vol. 3(3), pages 270-278, April.
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- Ali Al-Ameer & Khaled Alshehri, 2021. "Conditional Value-at-Risk for Quantitative Trading: A Direct Reinforcement Learning Approach," Papers 2109.14438, arXiv.org.
- Hans Buhler & Lukas Gonon & Josef Teichmann & Ben Wood, 2018. "Deep Hedging," Papers 1802.03042, arXiv.org.
- Alexandre Carbonneau & Fr'ed'eric Godin, 2020. "Equal Risk Pricing of Derivatives with Deep Hedging," Papers 2002.08492, arXiv.org, revised Jun 2020.
- Kinyua, Johnson D. & Mutigwe, Charles & Cushing, Daniel J. & Poggi, Michael, 2021. "An analysis of the impact of President Trump’s tweets on the DJIA and S&P 500 using machine learning and sentiment analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Ahmet Murat Ozbayoglu & Mehmet Ugur Gudelek & Omer Berat Sezer, 2020. "Deep Learning for Financial Applications : A Survey," Papers 2002.05786, arXiv.org.
- Alexandre Carbonneau & Frédéric Godin, 2023. "Deep Equal Risk Pricing of Financial Derivatives with Non-Translation Invariant Risk Measures," Risks, MDPI, vol. 11(8), pages 1-27, August.
- Luca De Gennaro Aquino & Carole Bernard, 2019. "Bounds on Multi-asset Derivatives via Neural Networks," Papers 1911.05523, arXiv.org, revised Nov 2020.
- Svitlana Vyetrenko & David Byrd & Nick Petosa & Mahmoud Mahfouz & Danial Dervovic & Manuela Veloso & Tucker Hybinette Balch, 2019. "Get Real: Realism Metrics for Robust Limit Order Book Market Simulations," Papers 1912.04941, arXiv.org.
- Jonathan Sadighian, 2019. "Deep Reinforcement Learning in Cryptocurrency Market Making," Papers 1911.08647, arXiv.org.
- Alexandre Carbonneau & Fr'ed'eric Godin, 2021. "Deep equal risk pricing of financial derivatives with non-translation invariant risk measures," Papers 2107.11340, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2017-07-30 (Big Data)
- NEP-CMP-2017-07-30 (Computational Economics)
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