QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
Fuente:
arXiv
Saved in:
| Main Authors: | Pan, Jingfeng, Chen, Jiahao |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Deep Reinforcement Learning for Long-Short Portfolio Optimization
by: Huang, Gang, et al.
Published: (2020)
by: Huang, Gang, et al.
Published: (2020)
Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization
by: Kim, Juhyeong, et al.
Published: (2025)
by: Kim, Juhyeong, et al.
Published: (2025)
A Deep Reinforcement Learning Framework For Financial Portfolio Management
by: Li, Jinyang
Published: (2024)
by: Li, Jinyang
Published: (2024)
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
by: Lin, Yun, et al.
Published: (2025)
by: Lin, Yun, et al.
Published: (2025)
Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization
by: Gurgul, Vincent, et al.
Published: (2026)
by: Gurgul, Vincent, et al.
Published: (2026)
Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy
by: Yang, Hongyang, et al.
Published: (2025)
by: Yang, Hongyang, et al.
Published: (2025)
Application of Deep Learning for Factor Timing in Asset Management
by: Panda, Prabhu Prasad, et al.
Published: (2024)
by: Panda, Prabhu Prasad, et al.
Published: (2024)
Ensembling Portfolio Strategies for Long-Term Investments: A Distribution-Free Preference Framework for Decision-Making and Algorithms
by: Lam, Duy Khanh
Published: (2024)
by: Lam, Duy Khanh
Published: (2024)
Can We Reliably Predict the Fed's Next Move? A Multi-Modal Approach to U.S. Monetary Policy Forecasting
by: Jingyi, Fiona Xiao, et al.
Published: (2025)
by: Jingyi, Fiona Xiao, et al.
Published: (2025)
Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning
by: Sen, Jaydip, et al.
Published: (2024)
by: Sen, Jaydip, et al.
Published: (2024)
Financial Bond Similarity Search Using Representation Learning
by: Haeri, Amin, et al.
Published: (2026)
by: Haeri, Amin, et al.
Published: (2026)
Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
by: Keramati, Hadi, et al.
Published: (2025)
by: Keramati, Hadi, et al.
Published: (2025)
Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)
by: Zhu, Jiahao, et al.
Published: (2024)
by: Zhu, Jiahao, et al.
Published: (2024)
Deep Learning for Options Trading: An End-To-End Approach
by: Tan, Wee Ling, et al.
Published: (2024)
by: Tan, Wee Ling, et al.
Published: (2024)
Hopfield Networks for Asset Allocation
by: Nicolini, Carlo, et al.
Published: (2024)
by: Nicolini, Carlo, et al.
Published: (2024)
Data-Driven Merton's Strategies via Policy Randomization
by: Dai, Min, et al.
Published: (2023)
by: Dai, Min, et al.
Published: (2023)
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
by: Guo, Tian, et al.
Published: (2024)
by: Guo, Tian, et al.
Published: (2024)
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
by: Jeon, Joohyoung, et al.
Published: (2026)
by: Jeon, Joohyoung, et al.
Published: (2026)
An Adaptive Multi Agent Bitcoin Trading System
by: Singhi, Aadi
Published: (2025)
by: Singhi, Aadi
Published: (2025)
Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction
by: Du, Yimin
Published: (2025)
by: Du, Yimin
Published: (2025)
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation
by: Li, Zhenglong, et al.
Published: (2024)
by: Li, Zhenglong, et al.
Published: (2024)
A Novel approach to portfolio construction
by: Di Matteo, T., et al.
Published: (2026)
by: Di Matteo, T., et al.
Published: (2026)
Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
by: Wang, Yi, et al.
Published: (2026)
by: Wang, Yi, et al.
Published: (2026)
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks
by: Monteiro, Tiago
Published: (2024)
by: Monteiro, Tiago
Published: (2024)
Stochastic Discount Factors with Cross-Asset Spillovers
by: Avramov, Doron, et al.
Published: (2026)
by: Avramov, Doron, et al.
Published: (2026)
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice
by: Huh, Jeonggyu, et al.
Published: (2025)
by: Huh, Jeonggyu, et al.
Published: (2025)
Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation
by: Walia, Jaskaran Singh, et al.
Published: (2025)
by: Walia, Jaskaran Singh, et al.
Published: (2025)
Kernel Learning for Mean-Variance Trading Strategies
by: Futter, Owen, et al.
Published: (2025)
by: Futter, Owen, et al.
Published: (2025)
Beating the Best Constant Rebalancing Portfolio in Long-Term Investment: A Generalization of the Kelly Criterion and Universal Learning Algorithm for Markets with Serial Dependence
by: Lam, Duy Khanh
Published: (2025)
by: Lam, Duy Khanh
Published: (2025)
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
by: Chen, Yuling Max, et al.
Published: (2025)
by: Chen, Yuling Max, et al.
Published: (2025)
DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models
by: Daiya, Divyanshu, et al.
Published: (2024)
by: Daiya, Divyanshu, et al.
Published: (2024)
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)
Adaptive Alpha Weighting with PPO: Enhancing Prompt-Based LLM-Generated Alphas in Quant Trading
by: Chen, Qizhao, et al.
Published: (2025)
by: Chen, Qizhao, et al.
Published: (2025)
Aligning Language Models with Investor and Market Behavior for Financial Recommendations
by: Spadea, Fernando, et al.
Published: (2025)
by: Spadea, Fernando, et al.
Published: (2025)
Explainable Regime Aware Investing
by: Boukardagha, Amine
Published: (2026)
by: Boukardagha, Amine
Published: (2026)
Sparse Portfolio Selection via Topological Data Analysis based Clustering
by: Goel, Anubha, et al.
Published: (2024)
by: Goel, Anubha, et al.
Published: (2024)
Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading
by: Lyu, Zimeng, et al.
Published: (2024)
by: Lyu, Zimeng, et al.
Published: (2024)
Theoretical Frameworks for Integrating Sustainability Factors into Institutional Investment Decision-Making
by: Alhamis, Innocentus
Published: (2025)
by: Alhamis, Innocentus
Published: (2025)
Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
by: Lin, Zihan, et al.
Published: (2025)
by: Lin, Zihan, et al.
Published: (2025)
Bayesian Portfolio Optimization by Predictive Synthesis
by: Kato, Masahiro, et al.
Published: (2025)
by: Kato, Masahiro, et al.
Published: (2025)
Similar Items
-
Deep Reinforcement Learning for Long-Short Portfolio Optimization
by: Huang, Gang, et al.
Published: (2020) -
Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization
by: Kim, Juhyeong, et al.
Published: (2025) -
A Deep Reinforcement Learning Framework For Financial Portfolio Management
by: Li, Jinyang
Published: (2024) -
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
by: Lin, Yun, et al.
Published: (2025) -
Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization
by: Gurgul, Vincent, et al.
Published: (2026)