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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/(sici)1099-131x(1998090)17:5/6<441::aid-for707>3.0.co;2-#openalex-snapshot
Performance functions and reinforcement learning for trading systems and portfolios
inferredcites →https://doi.org/10.1016/0304-405x(88)90021-9openalex-snapshot
Mean reversion in stock prices
inferredcites →https://doi.org/10.1093/rfs/15.1.143openalex-snapshot
Cross-Sectional and Time-Series Determinants of Momentum Returns
inferredcites →https://doi.org/10.1109/icdm.2016.0061openalex-snapshot
Traffic Speed Prediction and Congestion Source Exploration: A Deep Learning Method
inferredcites →https://doi.org/10.1109/tkde.2016.2563433openalex-snapshot
Robust Median Reversion Strategy for Online Portfolio Selection
inferredcites →https://doi.org/10.1109/tnnls.2016.2522401openalex-snapshot
Deep Direct Reinforcement Learning for Financial Signal Representation and Trading
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-snapshot
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-snapshot
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1145/3159652.3159690openalex-snapshot
Listening to Chaotic Whispers
inferredcites →https://doi.org/10.1145/3219819.3220060openalex-snapshot
Multilevel Wavelet Decomposition Network for Interpretable Time Series Analysis
inferredcites →https://doi.org/10.1145/3236009openalex-snapshot
A Survey of Methods for Explaining Black Box Models
inferredcites →https://doi.org/10.1145/3269206.3269269openalex-snapshot
Incorporating Corporation Relationship via Graph Convolutional Neural Networks for Stock Price Prediction
inferredcites →https://doi.org/10.18653/v1/p18-1183openalex-snapshot
Stock Movement Prediction from Tweets and Historical Prices
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Online portfolio management via deep reinforcement learning with high-frequency data
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The Design and Implementation of Quantum Finance-based Hybrid Deep Reinforcement Learning Portfolio Investment System
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Improving Generalization in Reinforcement Learning–Based Trading by Using a Generative Adversarial Market Model
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A Risk Prediction Model for Real Estate Corporations Using High-Target Semantic BERT and Improved GRU
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SecInfer: Secure and Efficient Model Inference on Vertically Partitioned Data
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Research on stock trend prediction methods - Taking CSI 300 and CSI 500 as examples
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