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Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation. (2019). Liu, Xiao-Yang ; Zhan, Yuancheng.
In: Papers.
RePEc:arx:papers:1907.01503.

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  1. Deep learning model with sentiment score and weekend effect in stock price prediction. (2023). Wang, Guiling ; Uddin, Ajim ; Ye, Junyi ; Shukla, Sarvesh ; Gu, Jingyi.
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  3. Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting. (2022). Wang, Christina Dan ; Chen, Shuaiyu ; Gao, Jiechao ; Sun, Xinghang ; Liu, Xiao-Yang ; Dirk, Berend Jelmer.
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  4. Stock Trading Optimization through Model-based Reinforcement Learning with Resistance Support Relative Strength. (2022). Zhang, Peng ; Guo, Jin ; Gui, YI ; Gao, Ting ; Huang, Huifang.
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  5. Distinguish the indistinguishable: a Deep Reinforcement Learning approach for volatility targeting models. (2021). Benhamou, Eric ; Chareyron, Franois ; Wong, Sui Kai ; Tabachnik, Serge ; Saltiel, David.
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  6. An Effective Hybrid Approach for Forecasting Currency Exchange Rates. (2021). Liu, Hsiou-Hsiang ; Lee, Cheng-Feng ; Shen, Mei-Li ; Yang, Cheng-Hong ; Chang, Po-Yin.
    In: Sustainability.
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  7. FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance. (2021). Zheng, Jiahao ; Liu, Xiao-Yang ; Guo, Jian ; Walid, Anwar ; Wang, Zhaoran.
    In: Papers.
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  8. Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting. (2021). Benhamou, Eric ; Chareyron, Franccois ; Wong, Sui Kai ; Tabachnik, Serge ; Saltiel, David.
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  10. FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance. (2020). Chen, Qian ; Yang, Hongyang ; Liu, Xiao-Yang ; Wang, Christina Dan ; Xiao, Bowen ; Qingyang, Liu ; Zhang, Runjia.
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  11. Bridging the gap between Markowitz planning and deep reinforcement learning. (2020). Saltiel, David ; Benhamou, Eric ; Mukhopadhyay, Abhishek ; Ungari, Sandrine.
    In: Papers.
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  12. AAMDRL: Augmented Asset Management with Deep Reinforcement Learning. (2020). Saltiel, David ; Benhamou, Eric ; Atif, Jamal ; Mukhopadhyay, Abhishek ; Ungari, Sandrine.
    In: Papers.
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  13. Time your hedge with Deep Reinforcement Learning. (2020). Mukhopadhyay, Abhishek ; Ungari, Sandrine ; Saltiel, David ; Benhamou, Eric.
    In: Papers.
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  14. DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial News. (2019). Liu, Xiao-Yang ; Yang, Liuqing.
    In: Papers.
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  15. Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. (2019). Wang, Christina Dan ; Liu, Xiao-Yang.
    In: Papers.
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  64. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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  65. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8959.

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  66. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Anderson, Torben G..
    In: Working Papers.
    RePEc:ecl:upafin:02-1.

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