A Review of Reinforcement Learning in Financial Applications
Fuente:
arXiv
Saved in:
| Main Authors: | Bai, Yahui, Gao, Yuhe, Wan, Runzhe, Zhang, Sheng, Song, Rui |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
News-Aware Direct Reinforcement Trading for Financial Markets
by: Lan, Qing-Yu, et al.
Published: (2025)
by: Lan, Qing-Yu, et al.
Published: (2025)
Advancing Financial Engineering with Foundation Models: Progress, Applications, and Challenges
by: Chen, Liyuan, et al.
Published: (2025)
by: Chen, Liyuan, et al.
Published: (2025)
Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025)
by: Koa, Kelvin J. L., et al.
Published: (2025)
CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
by: Cao, Yupeng, et al.
Published: (2024)
by: Cao, Yupeng, et al.
Published: (2024)
Deep Learning Models Meet Financial Data Modalities
by: Khubiev, Kasymkhan, et al.
Published: (2025)
by: Khubiev, Kasymkhan, et al.
Published: (2025)
FinCast: A Foundation Model for Financial Time-Series Forecasting
by: Zhu, Zhuohang, et al.
Published: (2025)
by: Zhu, Zhuohang, et al.
Published: (2025)
Explainable Heterogeneous Anomaly Detection in Financial Networks via Adaptive Expert Routing
by: Li, Zan, et al.
Published: (2025)
by: Li, Zan, et al.
Published: (2025)
FinHEAR: Human Expertise and Adaptive Risk-Aware Temporal Reasoning for Financial Decision-Making
by: Chen, Jiaxiang, et al.
Published: (2025)
by: Chen, Jiaxiang, et al.
Published: (2025)
Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
by: Zhu, Haoren, et al.
Published: (2024)
by: Zhu, Haoren, et al.
Published: (2024)
Realistic Synthetic Financial Transactions for Anti-Money Laundering Models
by: Altman, Erik, et al.
Published: (2023)
by: Altman, Erik, et al.
Published: (2023)
Year-over-Year Developments in Financial Fraud Detection via Deep Learning: A Systematic Literature Review
by: Chen, Yisong, et al.
Published: (2025)
by: Chen, Yisong, et al.
Published: (2025)
AI in ESG for Financial Institutions: An Industrial Survey
by: Xu, Jun
Published: (2024)
by: Xu, Jun
Published: (2024)
A Privacy-Preserving Federated Framework with Hybrid Quantum-Enhanced Learning for Financial Fraud Detection
by: Sawaika, Abhishek, et al.
Published: (2025)
by: Sawaika, Abhishek, et al.
Published: (2025)
Reinforced Symbolic Learning with Logical Constraints for Predicting Turbine Blade Fatigue Life
by: Li, Pei, et al.
Published: (2024)
by: Li, Pei, et al.
Published: (2024)
FinRule-Bench: A Benchmark for Joint Reasoning over Financial Tables and Principles
by: Malarkkan, Arun Vignesh, et al.
Published: (2026)
by: Malarkkan, Arun Vignesh, et al.
Published: (2026)
Multi-period Learning for Financial Time Series Forecasting
by: Zhang, Xu, et al.
Published: (2025)
by: Zhang, Xu, et al.
Published: (2025)
Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
by: Keramati, Hadi, et al.
Published: (2025)
by: Keramati, Hadi, et al.
Published: (2025)
Kronos: A Foundation Model for the Language of Financial Markets
by: Shi, Yu, et al.
Published: (2025)
by: Shi, Yu, et al.
Published: (2025)
Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning
by: Xiao, Yijia, et al.
Published: (2025)
by: Xiao, Yijia, et al.
Published: (2025)
Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning
by: Jiang, Zuoyou, et al.
Published: (2025)
by: Jiang, Zuoyou, et al.
Published: (2025)
Crisis-Resilient Portfolio Management via Graph-based Spatio-Temporal Learning
by: Li, Zan, et al.
Published: (2025)
by: Li, Zan, et al.
Published: (2025)
Reinforcement Learning with LLM-Guided Action Spaces for Synthesizable Lead Optimization
by: Li, Tao, et al.
Published: (2026)
by: Li, Tao, et al.
Published: (2026)
Optimize Flip Angle Schedules In MR Fingerprinting Using Reinforcement Learning
by: Zhong, Shenjun, et al.
Published: (2025)
by: Zhong, Shenjun, et al.
Published: (2025)
q-Learning in Continuous Time
by: Jia, Yanwei, et al.
Published: (2022)
by: Jia, Yanwei, et al.
Published: (2022)
Maintenance Strategies for Sewer Pipes with Multi-State Degradation and Deep Reinforcement Learning
by: Jimenez-Roa, Lisandro A., et al.
Published: (2024)
by: Jimenez-Roa, Lisandro A., et al.
Published: (2024)
RLDBF: Enhancing LLMs Via Reinforcement Learning With DataBase FeedBack
by: Dai, Weichen, et al.
Published: (2025)
by: Dai, Weichen, et al.
Published: (2025)
Multi-Dimensional Behavioral Evaluation of Agentic Stock Prediction Systems Using Large Language Model Judges with Closed-Loop Reinforcement Learning Feedback
by: Ridhawi, Mohammad Al, et al.
Published: (2026)
by: Ridhawi, Mohammad Al, et al.
Published: (2026)
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
by: Zhang, Wentao, et al.
Published: (2023)
by: Zhang, Wentao, et al.
Published: (2023)
DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting
by: Zhao, Lifan, et al.
Published: (2023)
by: Zhao, Lifan, et al.
Published: (2023)
Alpha Discovery via Grammar-Guided Learning and Search
by: Yang, Han, et al.
Published: (2026)
by: Yang, Han, et al.
Published: (2026)
CauSTream: Causal Spatio-Temporal Representation Learning for Streamflow Forecasting
by: Wan, Shu, et al.
Published: (2025)
by: Wan, Shu, et al.
Published: (2025)
Bayes-DIC Net: Estimating Digital Image Correlation Uncertainty with Bayesian Neural Networks
by: Chen, Biao, et al.
Published: (2025)
by: Chen, Biao, et al.
Published: (2025)
A Financial Time Series Denoiser Based on Diffusion Model
by: Wang, Zhuohan, et al.
Published: (2024)
by: Wang, Zhuohan, et al.
Published: (2024)
Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making
by: Guo, Jian, et al.
Published: (2024)
by: Guo, Jian, et al.
Published: (2024)
Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
by: Yi, Mingxuan, et al.
Published: (2026)
by: Yi, Mingxuan, et al.
Published: (2026)
Summoning the Oracle to Slay It: Mitigating Look-Ahead Bias in Financial Backtesting with Large Language Models
by: Li, Weixian Waylon, et al.
Published: (2026)
by: Li, Weixian Waylon, et al.
Published: (2026)
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
by: Li, Junjie, et al.
Published: (2024)
by: Li, Junjie, et al.
Published: (2024)
Unveiling the Impact of Macroeconomic Policies: A Double Machine Learning Approach to Analyzing Interest Rate Effects on Financial Markets
by: Kumar, Anoop, et al.
Published: (2024)
by: Kumar, Anoop, et al.
Published: (2024)
Neuro-Symbolic Financial Reasoning via Deterministic Fact Ledgers and Adversarial Low-Latency Hallucination Detector
by: Agand, Pedram
Published: (2026)
by: Agand, Pedram
Published: (2026)
AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining
by: Ding, Hongjun, et al.
Published: (2025)
by: Ding, Hongjun, et al.
Published: (2025)
Similar Items
-
News-Aware Direct Reinforcement Trading for Financial Markets
by: Lan, Qing-Yu, et al.
Published: (2025) -
Advancing Financial Engineering with Foundation Models: Progress, Applications, and Challenges
by: Chen, Liyuan, et al.
Published: (2025) -
Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025) -
CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
by: Cao, Yupeng, et al.
Published: (2024) -
Deep Learning Models Meet Financial Data Modalities
by: Khubiev, Kasymkhan, et al.
Published: (2025)