shengzhang37 / FINRL-Review

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FINRL-Review

This repo is used for Financial Reinforcement Learning paper review.

Portforlio Management

  • A deep reinforcement learning framework for the financial portfolio management problem (2017)[paper] [github]
  • Adversarial Deep Reinforcement Learning in Portfolio Management (2018)[paper] [github page]
  • Model-based deep reinforcement learning for dynamic portfolio optimization (2019)[paper]
  • Using Reinforcement Learning in the Algorithmic Trading Problem (Journal of Communications Technology and Electronics, 2019)[paper]
  • Deep Reinforcement Learning for Trading (2019)[paper]
  • Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States (AAAI 2020)[paper]
  • Adaptive Quantitative Trading An Imitative Deep Reinforcement Learning Approach (AAAI 2020)[paper]
  • Deep Deterministic Portfolio Optimization (submitted to The Journal of Finance and Data Science 2020)[paper]

Market Maker

Price Trailing

Survey Paper

  • Reinforcement learning in financial markets - a survey (2018)[paper]
  • Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review (2021)[paper]
  • Deep Reinforcement Learning for Trading—A Critical Survey (2021)[paper]

About

License:MIT License