:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Yang, Hongshen, Malik, Avinash
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Machine Learning Trading and Market Microstructure 91-08
Online Access:	https://arxiv.org/abs/2407.16103
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning
by: Cacciamani, Federico, et al.
Published: (2026)

FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading
by: Yang, Hongyang, et al.
Published: (2026)

Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy
by: Yang, Hongyang, et al.
Published: (2025)

Can Artificial Intelligence Trade the Stock Market?
by: Maskiewicz, Jędrzej, et al.
Published: (2025)

Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic
by: Monaco, Vito Alessandro, et al.
Published: (2024)

A Deep Reinforcement Learning Approach to Automated Stock Trading, using xLSTM Networks
by: Sarlakifar, Faezeh, et al.
Published: (2025)

Quantitative Trading using Deep Q Learning
by: Sarkar, Soumyadip
Published: (2023)

Unwinding Stochastic Order Flow: When to Warehouse Trades
by: Nutz, Marcel, et al.
Published: (2023)

Reinforcement Learning for Trade Execution with Market and Limit Orders
by: Cheridito, Patrick, et al.
Published: (2025)

A Random Forest approach to detect and identify Unlawful Insider Trading
by: Neupane, Krishna, et al.
Published: (2024)

Deep Learning for Options Trading: An End-To-End Approach
by: Tan, Wee Ling, et al.
Published: (2024)

TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure
by: Kawawa-Beaudan, Maxime, et al.
Published: (2026)

Unified Approach for Hedging Impermanent Loss of Liquidity Provision
by: Lipton, Alexander, et al.
Published: (2024)

FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance
by: Li, Yang, et al.
Published: (2025)

Reinforcement Learning Framework for Quantitative Trading
by: Yasin, Alhassan S., et al.
Published: (2024)

High-Frequency Options Trading | With Portfolio Optimization
by: Bhatia, Sid
Published: (2024)

Deep reinforcement learning for optimal trading with partial information
by: Macrì, Andrea, et al.
Published: (2025)

Alternative Loss Function in Evaluation of Transformer Models
by: Michańków, Jakub, et al.
Published: (2025)

Joint Bidding on Intraday and Frequency Containment Reserve Markets
by: Zhang, Yiming, et al.
Published: (2025)

Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting
by: Bysik, Andrei, et al.
Published: (2026)

Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals
by: Deep, Gagan, et al.
Published: (2025)

FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications
by: Konstantinidis, Thanos, et al.
Published: (2024)

FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
by: Zhou, Tianyu, et al.
Published: (2024)

Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
by: Na, Andrew, et al.
Published: (2023)

Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
by: Liu, Haojie, et al.
Published: (2025)

FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs
by: Iacovides, Giorgos, et al.
Published: (2025)

Reinforcement Learning in High-frequency Market Making
by: Zheng, Yuheng, et al.
Published: (2024)

High-Frequency Analysis of a Trading Game with Transient Price Impact
by: Nutz, Marcel, et al.
Published: (2025)

Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ
by: Mesfin, Mathias
Published: (2026)

Kernel Learning for Mean-Variance Trading Strategies
by: Futter, Owen, et al.
Published: (2025)

Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution
by: Zhao, Zijie, et al.
Published: (2024)

Liquidity provision of utility indifference type in decentralized exchanges
by: Fukasawa, Masaaki, et al.
Published: (2025)

ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism
by: Zhao, Li, et al.
Published: (2025)

The Red Queen's Trap: Limits of Deep Evolution in High-Frequency Trading
by: Chen, Yijia
Published: (2025)

High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
by: Gao, Kang, et al.
Published: (2022)

RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
by: Kamat, Arati U.
Published: (2026)

Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning
by: Lin, Yushi, et al.
Published: (2025)

A Test of Lookahead Bias in LLM Forecasts
by: Gao, Zhenyu, et al.
Published: (2025)

Evaluation of Reinforcement Learning Techniques for Trading on a Diverse Portfolio
by: Khare, Ishan S., et al.
Published: (2023)

Trade Execution Flow as the Underlying Source of Market Dynamics
by: Belov, Mikhail Gennadievich, et al.
Published: (2025)