Deep reinforcement learning for trading—A critical survey

A Millea - Data, 2021 - mdpi.com
Deep reinforcement learning (DRL) has achieved significant results in many machine
learning (ML) benchmarks. In this short survey, we provide an overview of DRL applied to …

Fincon: A synthesized llm multi-agent system with conceptual verbal reinforcement for enhanced financial decision making

Y Yu, Z Yao, H Li, Z Deng, Y Jiang… - Advances in …, 2025 - proceedings.neurips.cc
Large language models (LLMs) have demonstrated notable potential in conducting complex
tasks and are increasingly utilized in various financial applications. However, high-quality …

A Review of Reinforcement Learning in Financial Applications

Y Bai, Y Gao, R Wan, S Zhang… - Annual Review of …, 2024 - annualreviews.org
In recent years, there has been a growing trend of applying reinforcement learning (RL) in
financial applications. This approach has shown great potential for decision-making tasks in …

A multimodal foundation agent for financial trading: Tool-augmented, diversified, and generalist

W Zhang, L Zhao, H **a, S Sun, J Sun, M Qin… - Proceedings of the 30th …, 2024 - dl.acm.org
Financial trading is a crucial component of the markets, informed by a multimodal
information landscape encompassing news, prices, and Kline charts, and encompasses …

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 …

Stock market prediction via deep learning techniques: A survey

J Zou, Q Zhao, Y Jiao, H Cao, Y Liu, Q Yan… - arxiv preprint arxiv …, 2022 - arxiv.org
Existing surveys on stock market prediction often focus on traditional machine learning
methods instead of deep learning methods. This motivates us to provide a structured and …

Knowledge distillation for portfolio management using multi-agent reinforcement learning

MY Chen, CT Chen, SH Huang - Advanced Engineering Informatics, 2023 - Elsevier
Many studies have employed reinforcement learning (RL) techniques to successfully create
portfolio strategies in recent years. However, since financial markets are extremely noisy …

MetaTrader: An reinforcement learning approach integrating diverse policies for portfolio optimization

H Niu, S Li, J Li - Proceedings of the 31st ACM international conference …, 2022 - dl.acm.org
Portfolio management is a fundamental problem in finance. It involves periodic reallocations
of assets to maximize the expected returns within an appropriate level of risk exposure …

Curriculum learning empowered reinforcement learning for graph-based portfolio management: Performance optimization and comprehensive analysis

AA Salamai - Neural Networks, 2024 - Elsevier
Portfolio management (PM) is a popular financial process that concerns the occasional
reallocation of a particular quantity of capital into a portfolio of assets, with the main aim of …

Earnhft: Efficient hierarchical reinforcement learning for high frequency trading

M Qin, S Sun, W Zhang, H **a, X Wang… - Proceedings of the AAAI …, 2024 - ojs.aaai.org
High-frequency trading (HFT) is using computer algorithms to make trading decisions in
short time scales (eg, second-level), which is widely used in the Cryptocurrency (Crypto) …