相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。Sentiment-influenced trading system based on multimodal deep reinforcement learning
Yu-Fu Chen et al.
APPLIED SOFT COMPUTING (2021)
Improving Generalization in Reinforcement Learning-Based Trading by Using a Generative Adversarial Market Model
Chia-Hsuan Kuo et al.
IEEE ACCESS (2021)
Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder-DeepBreath
Farzan Soleymani et al.
EXPERT SYSTEMS WITH APPLICATIONS (2020)
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown
Saud Almahdi et al.
EXPERT SYSTEMS WITH APPLICATIONS (2017)
Faster R-CNN: Towards Real-Time Object Detection with Region Proposal Networks
Shaoqing Ren et al.
IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE (2017)
Deep Direct Reinforcement Learning for Financial Signal Representation and Trading
Yue Deng et al.
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS (2017)
Online Portfolio Selection: A Survey
Bin Li et al.
ACM COMPUTING SURVEYS (2014)
Performance analysis of log-optimal portfolio strategies with transaction costs
Mihaly Ormos et al.
QUANTITATIVE FINANCE (2013)
Dynamic Trading with Predictable Returns and Transaction Costs
Nicolae Garleanu et al.
JOURNAL OF FINANCE (2013)
PAMR: Passive aggressive mean reversion strategy for portfolio selection
Bin Li et al.
MACHINE LEARNING (2012)
Hybrid metaheuristics for constrained portfolio selection problems
Luca Di Gaspero et al.
QUANTITATIVE FINANCE (2011)
Particle swarm optimization approach to portfolio optimization
Tunchan Cura
NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS (2009)
Neural network-based mean-variance-skewness model for portfolio selection
Lean Yu et al.
COMPUTERS & OPERATIONS RESEARCH (2008)
Optimal asset allocation and risk shifting in money management
Suleyman Basak et al.
REVIEW OF FINANCIAL STUDIES (2007)
KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES
Laszlo Gyorfi et al.
INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE (2007)
Portfolio selection using neural networks
Alberto Fernandez et al.
COMPUTERS & OPERATIONS RESEARCH (2007)
Financing decisions when managers are risk averse
Katharina Lewellen
JOURNAL OF FINANCIAL ECONOMICS (2006)
Adaptive stock trading with dynamic asset allocation using reinforcement learning
Jangmin O et al.
INFORMATION SCIENCES (2006)
Recurrent neural network for dynamic portfolio selection
Chi-Ming Lin et al.
APPLIED MATHEMATICS AND COMPUTATION (2006)
On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market
F Fernández-Rodríguez et al.
ECONOMICS LETTERS (2000)
分享论文
