greenmoss的博客

论文题目：Reinforcement-Learning Based Portfolio Management with Augmented Asset Movement Prediction States会议： The Thirty-Fourth AAAI Conference on Artificial Intelligence (AAAI-2020) （CCF A）目录abstractintroductionRelated WorkBackground and Problem Formulatio

论文题目：Investor-Imitator: A Framework for Trading Knowledge Extraction论文链接：https://dl.acm.org/doi/10.1145/3219819.3220113会议： The 24th ACM SIGKDD International Conference on Knowledge Discovery Data Mining, 2018，(CCF A）目录摘要1. 介绍摘要本文中，我们提出了基于强化学习的投资者-模仿

论文题目：AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks论文链接：https://dl.acm.org/doi/abs/10.1145/3292500.3330647会议： In The 25th ACM SIGKDD Conference on Knowledge Discovery Data Min

论文题目：Adaptive Quantitative Trading: An Imitative Deep Reinforcement Learning Approach论文链接：https://ojs.aaai.org/index.php/AAAI/article/view/5587会议：Proceedings of the AAAI Conference on Artificial Intelligence. 2020, 34(02): 2128-2135. (AAAI’2020)目录Abstr

论文题目：Deep Recurrent Q-Learning for Partially Observable MDPs论文链接：https://arxiv.org/abs/1507.06527目录AbstractIntroductionDeep Q-LearningPartial ObservabilityDRQN ArchitectureStable Recurrent UpdatesAtari Games: MDP or POMDP?Flickering Atari GamesEvaluatio

An adaptive portfolio trading system: A risk-return portfoliooptimization using recurrent reinforcement learning with expectedmaximum drawdown期刊：Expert Systems With Applications 87 (2017) 267–279论文链接：An adaptive portfolio trading system: A risk-return

Expert Systems With Applications 164 (2021) 113820论文链接：Multi-DQN: An ensemble of Deep Q-learning agents for stock market forecasting目录摘要1. Introduction2. Background and related work2.1. Reinforcement learning 略2.2. Reinforcement trading3. Proposed appro

Expert Systems with Applications 163 (2021) 113761论文链接A Q-learning agent for automated trading in equity stock markets目录摘要1. 介绍2. 方法2.1 马尔可夫过程 Markov Decision Process2.2 强化学习2.3 Q-learning2.4 Technical analysis of stocks3. Proposed system3.1 Proposed mo