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Recent Advances in Reinforcement Learning in Finance

Citations

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Cited by:

  1. Haoren Zhu & Pengfei Zhao & Wilfred Siu Hung NG & Dik Lun Lee, 2024. "Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns," Papers 2406.11886, arXiv.org.
  2. Mohammad Rezoanul Hoque & Md Meftahul Ferdaus & M. Kabir Hassan, 2025. "Reinforcement Learning in Financial Decision Making: A Systematic Review of Performance, Challenges, and Implementation Strategies," Papers 2512.10913, arXiv.org.
  3. Xianhua Peng & Chenyin Gong & Xue Dong He, 2023. "Reinforcement Learning for Financial Index Tracking," Papers 2308.02820, arXiv.org, revised Nov 2024.
  4. Fuwei Jiang & Jie Kang & Ruzheng Tian & Qingdong Xu, 2025. "Black‐Scholes Meet Imitation Learning: Evidence From Deep Hedging in China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(8), pages 1071-1087, August.
  5. Alejandra de-la-Rica-Escudero & Eduardo C Garrido-Merchán & María Coronado-Vaca, 2025. "Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent," PLOS ONE, Public Library of Science, vol. 20(1), pages 1-19, January.
  6. Yuanfei Cui & Fengtong Yao, 2024. "RETRACTED ARTICLE: Integrating Deep Learning and Reinforcement Learning for Enhanced Financial Risk Forecasting in Supply Chain Management," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(4), pages 20091-20110, December.
  7. Wu, Bo & Li, Lingfei, 2024. "Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
  8. François, Pascal & Gauthier, Geneviève & Godin, Frédéric & Mendoza, Carlos Octavio Pérez, 2025. "Is the difference between deep hedging and delta hedging a statistical arbitrage?," Finance Research Letters, Elsevier, vol. 73(C).
  9. Pascal Franc{c}ois & Genevi`eve Gauthier & Fr'ed'eric Godin & Carlos Octavio P'erez Mendoza, 2024. "Is the difference between deep hedging and delta hedging a statistical arbitrage?," Papers 2407.14736, arXiv.org, revised Oct 2024.
  10. Hanqing Jin & Renyuan Xu & Yanzhao Yang, 2025. "Adaptive Partitioning and Learning for Stochastic Control of Diffusion Processes," Papers 2512.14991, arXiv.org.
  11. Horikawa, Hiroaki & Nakagawa, Kei, 2024. "Relationship between deep hedging and delta hedging: Leveraging a statistical arbitrage strategy," Finance Research Letters, Elsevier, vol. 62(PA).
  12. Reilly Pickard & Yuri Lawryshyn, 2023. "Deep Reinforcement Learning for Dynamic Stock Option Hedging: A Review," Mathematics, MDPI, vol. 11(24), pages 1-19, December.
  13. Minshuo Chen & Renyuan Xu & Yumin Xu & Ruixun Zhang, 2025. "Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure," Papers 2504.06566, arXiv.org, revised Jan 2026.
  14. Jaskaran Singh Walia & Aarush Sinha & Srinitish Srinivasan & Srihari Unnikrishnan, 2025. "Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation," Papers 2502.17011, arXiv.org.
  15. Guojun Xiong & Zhiyang Deng & Keyi Wang & Yupeng Cao & Haohang Li & Yangyang Yu & Xueqing Peng & Mingquan Lin & Kaleb E Smith & Xiao-Yang Liu & Jimin Huang & Sophia Ananiadou & Qianqian Xie, 2025. "FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading," Papers 2502.11433, arXiv.org, revised Feb 2025.
  16. Ahmad Aghapour & Erhan Bayraktar & Fengyi Yuan, 2025. "Solving dynamic portfolio selection problems via score-based diffusion models," Papers 2507.09916, arXiv.org, revised Aug 2025.
  17. Yuheng Zheng & Zihan Ding, 2024. "Reinforcement Learning in High-frequency Market Making," Papers 2407.21025, arXiv.org, revised Aug 2024.
  18. Konrad Mueller & Amira Akkari & Lukas Gonon & Ben Wood, 2024. "Fast Deep Hedging with Second-Order Optimization," Papers 2410.22568, arXiv.org.
  19. Xiangyu Cui & Xun Li & Yun Shi & Si Zhao, 2023. "Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning," Papers 2312.15385, arXiv.org.
  20. Nak Hyun Jung & Taeyeon Oh, 2025. "Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs," PLOS ONE, Public Library of Science, vol. 20(12), pages 1-26, December.
  21. Daniil Karzanov & Rub'en Garz'on & Mikhail Terekhov & Caglar Gulcehre & Thomas Raffinot & Marcin Detyniecki, 2025. "Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards," Papers 2502.02619, arXiv.org.
  22. Shanyu Han & Yang Liu & Xiang Yu, 2025. "Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions," Papers 2505.04553, arXiv.org, revised May 2025.
  23. Kun Yang & Nikhil Krishnan & Sanjeev R. Kulkarni, 2025. "Financial Data Analysis with Robust Federated Logistic Regression," Papers 2504.20250, arXiv.org.
  24. Nicole Bäuerle & Anna Jaśkiewicz, 2024. "Markov decision processes with risk-sensitive criteria: an overview," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 99(1), pages 141-178, April.
  25. Benjamin Avanzi & Ronald Richman & Bernard Wong & Mario Wuthrich & Yagebu Xie, 2026. "Reinforcement Learning for Micro-Level Claims Reserving," Papers 2601.07637, arXiv.org.
  26. 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.
  27. Tonkin, Isaac & Gepp, Adrian & Harris, Geoff & Vanstone, Bruce, 2025. "Benchmarking deep reinforcement learning approaches to trade execution," Pacific-Basin Finance Journal, Elsevier, vol. 94(C).
  28. Chau, Huy & Nguyen, Duy & Nguyen, Thai, 2026. "Continuous-time optimal investment with portfolio constraints: A reinforcement learning approach," European Journal of Operational Research, Elsevier, vol. 328(3), pages 1068-1092.
  29. Bouyaddou, Youssef & Jebabli, Ikram, 2025. "Integration of investor behavioral perspective and climate change in reinforcement learning for portfolio optimization," Research in International Business and Finance, Elsevier, vol. 73(PB).
  30. Rongwei Liu & Jin Zheng & John Cartlidge, 2025. "Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE," Papers 2508.20103, arXiv.org.
  31. Julius Graf & Thibaut Mastrolia, 2026. "Learning Market Making with Closing Auctions," Papers 2601.17247, arXiv.org.
  32. Jian'an Zhang, 2025. "Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets," Papers 2510.04555, arXiv.org.
  33. Yu, Hongxiang & Wang, Ziqi & Weng, Yudong & Wang, Liying, 2024. "The impact of guarantee network on the risk of corporate stock price crash: Discussing the moderating effect of internal control quality," International Review of Economics & Finance, Elsevier, vol. 96(PC).
  34. Jiang, Yifu & Olmo, Jose & Atwi, Majed, 2025. "High-dimensional multi-period portfolio allocation using deep reinforcement learning," International Review of Economics & Finance, Elsevier, vol. 98(C).
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