Explainable artificial intelligence (XAI) in finance: a systematic literature review

J Černevičienė, A Kabašinskas - Artificial Intelligence Review, 2024 - Springer
As the range of decisions made by Artificial Intelligence (AI) expands, the need for
Explainable AI (XAI) becomes increasingly critical. The reasoning behind the specific …

Deep reinforcement learning in quantitative algorithmic trading: A review

TV Pricope - arxiv preprint arxiv:2106.00123, 2021 - arxiv.org
Algorithmic stock trading has become a staple in today's financial market, the majority of
trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be …

Accurate multivariate stock movement prediction via data-axis transformer with multi-level contexts

J Yoo, Y Soun, Y Park, U Kang - Proceedings of the 27th ACM SIGKDD …, 2021 - dl.acm.org
How can we efficiently correlate multiple stocks for accurate stock movement prediction?
Stock movement prediction has received growing interest in data mining and machine …

Fusing topology contexts and logical rules in language models for knowledge graph completion

Q Lin, R Mao, J Liu, F Xu, E Cambria - Information Fusion, 2023 - Elsevier
Abstract Knowledge graph completion (KGC) aims to infer missing facts based on the
observed ones, which is significant for many downstream applications. Given the success of …

Deep learning in the stock market—a systematic survey of practice, backtesting, and applications

K Olorunnimbe, H Viktor - Artificial Intelligence Review, 2023 - Springer
The widespread usage of machine learning in different mainstream contexts has made deep
learning the technique of choice in various domains, including finance. This systematic …

The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning

Y Li, H Bu, J Li, J Wu - International Journal of Forecasting, 2020 - Elsevier
Whether investor sentiment affects stock prices is an issue of long-standing interest for
economists. We conduct a comprehensive study of the predictability of investor sentiment …

Knowledge graph-based event embedding framework for financial quantitative investments

D Cheng, F Yang, X Wang, Y Zhang… - Proceedings of the 43rd …, 2020 - dl.acm.org
Event representative learning aims to embed news events into continuous space vectors for
capturing syntactic and semantic information from text corpus, which is benefit to event …

DeepTrader: a deep reinforcement learning approach for risk-return balanced portfolio management with market conditions Embedding

Z Wang, B Huang, S Tu, K Zhang, L Xu - Proceedings of the AAAI …, 2021 - ojs.aaai.org
Most existing reinforcement learning (RL)-based portfolio management models do not take
into account the market conditions, which limits their performance in risk-return balancing. In …

Multi-scale local cues and hierarchical attention-based LSTM for stock price trend prediction

X Teng, X Zhang, Z Luo - Neurocomputing, 2022 - Elsevier
Stock price trend prediction is to seek profit maximum of stock investment by estimating
future stock price tendency. Nevertheless, it is still a tough task due to noisy and non …

Reinforcement learning for quantitative trading

S Sun, R Wang, B An - ACM Transactions on Intelligent Systems and …, 2023 - dl.acm.org
Quantitative trading (QT), which refers to the usage of mathematical models and data-driven
techniques in analyzing the financial market, has been a popular topic in both academia and …