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Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States

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Cited by:

  1. Qianggang Ding & Haochen Shi & Jiadong Guo & Bang Liu, 2024. "TradExpert: Revolutionizing Trading with Mixture of Expert LLMs," Papers 2411.00782, arXiv.org, revised May 2025.
  2. Eric Benhamou & David Saltiel & Serge Tabachnik & Sui Kai Wong & François Chareyron, 2021. "Distinguish the indistinguishable: a Deep Reinforcement Learning approach for volatility targeting models," Working Papers hal-03202431, HAL.
  3. Wentao Zhang & Lingxuan Zhao & Haochong Xia & Shuo Sun & Jiaze Sun & Molei Qin & Xinyi Li & Yuqing Zhao & Yilei Zhao & Xinyu Cai & Longtao Zheng & Xinrun Wang & Bo An, 2024. "A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist," Papers 2402.18485, arXiv.org, revised Jun 2024.
  4. Cui, Tianxiang & Du, Nanjiang & Yang, Xiaoying & Ding, Shusheng, 2024. "Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
  5. Qiu, Zhiyuan & Mou, Yilin & Li, Yutong, 2025. "The impact of rural upbringing on household risky financial asset allocation: An analysis based on CHFS," International Review of Economics & Finance, Elsevier, vol. 97(C).
  6. 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.
  7. Zhenhan Huang & Fumihide Tanaka, 2021. "MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management," Papers 2102.03502, arXiv.org, revised Feb 2022.
  8. Hui Niu & Siyuan Li & Jian Li, 2022. "MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization," Papers 2210.01774, arXiv.org.
  9. Yu, Pengrui & Liu, Siya & Jin, Chengneng & Gu, Runsheng & Gong, Xiaomin, 2025. "Optimization-based spectral end-to-end deep reinforcement learning for equity portfolio management," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
  10. Francisco Caio Lima Paiva & Leonardo Kanashiro Felizardo & Reinaldo Augusto da Costa Bianchi & Anna Helena Reali Costa, 2021. "Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach," Papers 2112.02095, arXiv.org.
  11. Woosung Koh & Insu Choi & Yuntae Jang & Gimin Kang & Woo Chang Kim, 2023. "Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series," Papers 2311.13326, arXiv.org, revised Jan 2024.
  12. Shuo Sun & Rundong Wang & Bo An, 2021. "Reinforcement Learning for Quantitative Trading," Papers 2109.13851, arXiv.org.
  13. Eric Benhamou & David Saltiel & Serge Tabachnik & Sui Kai Wong & Franc{c}ois Chareyron, 2021. "Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting," Papers 2104.10483, arXiv.org, revised Apr 2021.
  14. Sumit Nawathe & Ravi Panguluri & James Zhang & Sashwat Venkatesh, 2024. "Multimodal Deep Reinforcement Learning for Portfolio Optimization," Papers 2412.17293, arXiv.org.
  15. Eric Benhamou & David Saltiel & Sandrine Ungari & Abhishek Mukhopadhyay & Jamal Atif, 2020. "AAMDRL: Augmented Asset Management with Deep Reinforcement Learning," Papers 2010.08497, arXiv.org.
  16. Eric Benhamou & David Saltiel & Sandrine Ungari & Abhishek Mukhopadhyay, 2020. "Bridging the gap between Markowitz planning and deep reinforcement learning," Papers 2010.09108, arXiv.org.
  17. Wang, Jianzhou & Lv, Mengzheng & Wang, Shuai & Gao, Jialu & Zhao, Yang & Wang, Qiangqiang, 2024. "Can multi-period auto-portfolio systems improve returns? Evidence from Chinese and U.S. stock markets," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  18. Chung I Lu, 2023. "Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation," Papers 2307.07694, arXiv.org, revised Jul 2023.
  19. Frensi Zejnullahu & Maurice Moser & Joerg Osterrieder, 2022. "Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network," Papers 2206.14267, arXiv.org.
  20. Liwei Deng & Tianfu Wang & Yan Zhao & Kai Zheng, 2024. "MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management," Papers 2412.03038, arXiv.org.
  21. Eric Benhamou & David Saltiel & Sandrine Ungari & Abhishek Mukhopadhyay, 2020. "Time your hedge with Deep Reinforcement Learning," Papers 2009.14136, arXiv.org, revised Nov 2020.
  22. Shuo Sun & Molei Qin & Xinrun Wang & Bo An, 2023. "PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets," Papers 2302.00586, arXiv.org, revised Mar 2023.
  23. Shuyang Wang & Diego Klabjan, 2023. "An Ensemble Method of Deep Reinforcement Learning for Automated Cryptocurrency Trading," Papers 2309.00626, arXiv.org.
  24. Kumar Yashaswi, 2021. "Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module," Papers 2102.06233, arXiv.org.
  25. Yuchen Fang & Kan Ren & Weiqing Liu & Dong Zhou & Weinan Zhang & Jiang Bian & Yong Yu & Tie-Yan Liu, 2021. "Universal Trading for Order Execution with Oracle Policy Distillation," Papers 2103.10860, arXiv.org.
  26. Ricard Durall, 2022. "Asset Allocation: From Markowitz to Deep Reinforcement Learning," Papers 2208.07158, arXiv.org.
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