Deep Reinforcement Learning for Quantitative Trading
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References listed on IDEAS
- Zhengyao Jiang & Dixing Xu & Jinjun Liang, 2017. "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem," Papers 1706.10059, arXiv.org, revised Jul 2017.
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Cited by:
- Alhassan S. Yasin & Prabdeep S. Gill, 2024. "Reinforcement Learning Framework for Quantitative Trading," Papers 2411.07585, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-AIN-2024-01-15 (Artificial Intelligence)
- NEP-BIG-2024-01-15 (Big Data)
- NEP-CMP-2024-01-15 (Computational Economics)
- NEP-FMK-2024-01-15 (Financial Markets)
- NEP-MST-2024-01-15 (Market Microstructure)
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