Adaptive Quantitative Trading: An Imitative Deep Reinforcement Learning Approach

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A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist

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Forecasting movements of stock time series based on hidden state guided deep learning approach

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Adaptive Long-Short Pattern Transformer for Stock Investment Selection

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A novel deep reinforcement learning framework with BiLSTM-Attention networks for algorithmic trading

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Dynamic datasets and market environments for financial reinforcement learning

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CI-STHPAN: Pre-trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergraph

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Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading

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Coupling Macro-Sector-Micro Financial Indicators for Learning Stock Representations with Less Uncertainty

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Optimizing Automated Trading Systems with Deep Reinforcement Learning

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FAST: Financial News and Tweet Based Time Aware Network for Stock Trading

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TABLE: Time-aware Balanced Multi-view Learning for stock ranking

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Adaptive deep reinforcement learning for non-stationary environments

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Asset correlation based deep reinforcement learning for the portfolio selection

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A Multistage Hybrid Model ICEEMDAN-SE-VMD-RDPG for a Multivariate Solar Irradiance Forecasting

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The design and implementation of a deep reinforcement learning and quantum finance theory-inspired portfolio investment management system

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DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities

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MSPM: A modularized and scalable multi-agent reinforcement learning-based system for financial portfolio management

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Hybrid Deep Reinforcement Learning for Pairs Trading

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A Review of Reinforcement Learning in Financial Applications

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Bridging the Gap Between Markowitz Planning and Deep Reinforcement LearningPreprint

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Multi-agent deep reinforcement learning algorithm with trend consistency regularization for portfolio management

Ma, C., Zhang, J., Li, Z., & Xu, S. (2022) · Neural Computing and Applications · doi:10.1007/s00521-022-08011-9 · Cited by 28

Practical Algorithmic Trading Using State Representation Learning and Imitative Reinforcement Learning

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High return and low risk: Shaping composite financial investment decision in the new energy stock market

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A multi-agent virtual market model for generalization in reinforcement learning based trading strategies

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Deep Reinforcement Learning for Quantitative Trading: Challenges and Opportunities

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Quantitative Day Trading from Natural Language using Reinforcement Learning

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To learn or not to learn? Evaluating autonomous, adaptive, automated traders in cryptocurrencies financial bubbles

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Time Your Hedge With Deep Reinforcement LearningPreprint

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Relational Temporal Graph Convolutional Networks for Ranking-Based Stock Prediction

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Human-aligned trading by imitative multi-loss reinforcement learning

Ye, Z. J., & Schuller, B. W. (2023) · Expert Systems with Applications · doi:10.1016/j.eswa.2023.120939 · Cited by 20

Efficient Continuous Space Policy Optimization for High-frequency Trading

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DADE-DQN: Dual Action and Dual Environment Deep Q-Network for Enhancing Stock Trading Strategy

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Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market

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Balancing Profit, Risk, and Sustainability for Portfolio Management

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A Mayfly algorithm for cardinality constrained portfolio optimization

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AAMDRL: Augmented Asset Management With Deep Reinforcement LearningPreprint

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Financial trading decisions based on deep fuzzy self-organizing map

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Diffstock: Probabilistic Relational Stock Market Predictions Using Diffusion Models

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Estimating fund-raising performance for start-up projects from a market graph perspective

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Heterogeneous Interactive Snapshot Network for Review-Enhanced Stock Profiling and Recommendation

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Comprehending the theoretical knowledge and practice around AI-enabled innovations in the finance sector

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A Survey on recent advances in reinforcement learning for intelligent investment decision-making optimization

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Agree to Disagree: Personalized Temporal Embedding and Routing for Stock Forecast

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Improving algorithmic trading consistency via human alignment and imitation learning

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Reinforcement learning-based portfolio optimization with deterministic state transition

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Twin-system recurrent reinforcement learning for optimizing portfolio strategy

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Explainable machine learning for high frequency trading dynamics discovery

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LSTM-DDPG for Trading with Variable Positions

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Applications of Markov Decision Process Model and Deep Learning in Quantitative Portfolio Management during the COVID-19 Pandemic

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Accelerating local SGD for non-IID data using variance reduction

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Ensemble Investment Strategies Based on Reinforcement Learning

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Reinforcement Learning in Quantitative Trading: A SurveyPreprint

Alameer, A., Saleh, H., & Alshehri, K. A. (2022) · doi:10.36227/techrxiv.19303853 · Cited by 10

Soft imitation reinforcement learning with value decomposition for portfolio management

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Deep reinforcement learning with positional context for intraday trading

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Adaptive Learning for Financial Markets Mixing Model-Based and Model-Free Rl for Volatility TargetingPreprint

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Portfolio management using online reinforcement learning with adaptive exploration and Multi-task self-supervised representation

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Transaction-aware inverse reinforcement learning for trading in stock markets

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Margin Trader: A Reinforcement Learning Framework for Portfolio Management with Margin and Constraints

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Multiple stocks recommendation: a spatio-temporal hypergraph learning approach

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Learning to Manipulate a Financial Benchmark

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Progressive Dependency Representation Learning for Stock Ranking in Uncertain Risk Contrasting

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Adaptive and Explainable Margin Trading via Large Language Models on Portfolio Management

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Stock Trading System Based on Machine Learning and Kelly Criterion in Internet of Things

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Learning Universal Multi-level Market Irrationality Factors to Improve Stock Return Forecasting

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Enhancer: A Distribution-Aware Framework with Temporal-Relational Meta-Learning for Stock Prediction

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From the logic of coordination to goal-directed reasoning: the agentic turn in artificial intelligence

Haidemariam, T. (2026) · Frontiers in Artificial Intelligence · doi:10.3389/frai.2025.1728738 · Cited by 8

An adaptive financial trading strategy based on proximal policy optimization and financial signal representation

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Financial Vision-Based Reinforcement Learning Trading Strategy

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Imitation Learning for Adaptive Video Streaming With Future Adversarial Information Bottleneck Principle

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Attention-Based Behavioral Cloning for algorithmic trading

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Decomposing Complementary and Substitutable Relations for Intercorporate Investment Recommendation

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Can Perturbations Help Reduce Investment Risks? Risk-aware Stock Recommendation via Split Variational Adversarial Training

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Imitation Learning for Financial Applications

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MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading

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Pairs Trading Strategy Optimization Using Proximal Policy Optimization Algorithms

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Stock Selection via Expand-excite Conv Attention Autoencoder and Layer Sparse Attention Transformer: A Classification Approach Inspire Time Series Sequence Recognition

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SCORE: Simple Contrastive Representation and Reset-Ensemble for offline meta-reinforcement learning

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Latent Segmentation of Stock Trading Strategies Using Multi-Modal Imitation Learning

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Spotlight News Driven Quantitative Trading Based on Trajectory Optimization

Yang, M., Zhu, M., Liang, Q., Zheng, X., & Wang, M. (2023) · International Joint Conference on Artificial Intelligence · doi:10.24963/ijcai.2023/548 · Cited by 4

Reinforcement Learning with Expert Trajectory For Quantitative TradingPreprint

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Reinforcement Learning in Quantitative Trading: A SurveyPreprint

Alameer, A., Saleh, H., & Alshehri, K. A. (2022) · doi:10.36227/techrxiv.19303853.v1 · Cited by 6

An adaptive quantitative trading strategy optimization framework based on meta reinforcement learning and cognitive game theory

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Deep Reinforcement Learning for Financial Forecasting in Static and Streaming Cases

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Reinforcement Learning in Algorithmic Trading: An Overview

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Pre-training Time Series Models with Stock Data Customization

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A Model-Based Exploration Policy in Deep Q-Network

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Action-dependent bidirectional contrastive predictive coding for neural belief representations

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Dynamic Graph-based Deep Reinforcement Learning with Long and Short-term Relation Modeling for Portfolio Optimization

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Multi-Modal Temporal Dynamic Graph Construction for Stock Rank Prediction

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Graph-Driven Insights: Enhancing Stock Market Prediction with Relational Temporal Dynamics

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AI-powered tactical optimization in dynamic team sports: A hierarchical reinforcement learning approach

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STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading

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Adaptive LLM-based multi-agent systems to enhance quantitative trading performance

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Deep Reinforcement Learning for Quantitative Trading

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