DUCKQUANT / THE QUANT & AI DIRECTORY

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Screenshot unavailableResource information and source links remain available. Classification-based Financial Markets Prediction using Deep Neural Ne — reviewed source website screenshot
Research paperChecked capture

Classification-based Financial Markets Prediction using Deep Neural Ne

arxiv.org

Publication: Classification-based Financial Markets Prediction using Deep Neural Networks. Published Mar 29, 2016.

Published
Mar 29, 2016
Authors
3
74 Authority 74 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
Screenshot unavailableResource information and source links remain available. Financial Trading Model with Stock Bar Chart Image Time Series with De — reviewed source website screenshot
Research paperChecked capture

Financial Trading Model with Stock Bar Chart Image Time Series with De

arxiv.org

Publication: Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks. Published Mar 11, 2019.

Published
Mar 11, 2019
Authors
2
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Website

Deep Hierarchical Strategy Model for Multi-Source Driven Quantitative

ieeexplore.ieee.org

Using deep learning to maximize the benefits of a series of risks in the securities market was a very interesting and widely concerned problem.…

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1
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1
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Exploring Possible Improvements to Momentum Strategies with Deep Learn

hdl.handle.net

Explore this resource at its source website for documentation and current information.

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en
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1
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1
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

Enhancing Time Series Momentum Strategies Using Deep Neural Networks

arxiv.org

Publication: Enhancing Time Series Momentum Strategies Using Deep Neural Networks. Published Apr 9, 2019.

Published
Apr 9, 2019
Authors
3
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

Cooperative Multi-Agent Reinforcement Learning Framework for Scalping

arxiv.org

Publication: Cooperative Multi-Agent Reinforcement Learning Framework for Scalping Trading. Published Mar 31, 2019.

Published
Mar 31, 2019
Authors
6
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Website

Deep Reinforcement Learning for Financial Trading Using Price Trailing

ieeexplore.ieee.org

Developing accurate financial analysis tools can be useful both for speculative trading, as well as for analyzing the behavior of markets and promptly respondin

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en-US
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1
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1
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

Financial Trading as a Game: A Deep Reinforcement Learning Approach

arxiv.org

Publication: Financial Trading as a Game: A Deep Reinforcement Learning Approach. Published Jul 8, 2018.

Published
Jul 8, 2018
Authors
1
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Website

Stock Trading Bot Using Deep Reinforcement Learning

link.springer.com

This paper proposes automating swing trading using deep reinforcement learning. The deep deterministic policy gradient-based neural network model trains to choose an action to…

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en
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1
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1
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

A Deep Reinforcement Learning Framework for the Financial Portfolio Ma

arxiv.org

Publication: A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Published Jun 30, 2017.

Published
Jun 30, 2017
Authors
3
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

Tensor Representation in High-Frequency Financial Data for Price Chang

arxiv.org

Publication: Tensor Representation in High-Frequency Financial Data for Price Change Prediction. Published Sep 5, 2017.

Published
Sep 5, 2017
Authors
5
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Website

Quantitative Research in High Frequency Trading for Natural Gas Future

link.springer.com

High frequency trading (HFT) in micro or milliseconds has recently drawn attention of financial researches and engineers. In nowadays algorithmic trading and HFT account…

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en
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1
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1
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Website

Algorithmic Trading Using Deep Neural Networks on High Frequency Data

link.springer.com

In this work, a high-frequency trading strategy using Deep Neural Networks (DNNs) is presented. The input information consists of: (i). Current time (hour and…

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en
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1
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1
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Publication

Research on financial assets transaction prediction model based on LST

doi.org

In recent years, with the breakthrough of big data and deep learning technology in various fields, many scholars have begun to study the stock…

Published
May 16, 2020
Authors
3
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Website

DeepLOB: Deep Convolutional Neural Networks for Limit Order Books

ieeexplore.ieee.org

We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilizes convolution

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en-US
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1
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1
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

Financial Time Series Forecasting with Deep Learning: A Systematic Lit

arxiv.org

Publication: Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019. Published Nov 29, 2019.

Published
Nov 29, 2019
Authors
3
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

Evaluating the Performance of Machine Learning Algorithms in Financial

arxiv.org

Publication: Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey. Published Jun 18, 2019.

Published
Jun 18, 2019
Authors
2
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy us

arxiv.org

Publication: AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks. Published Jul 24, 2019.

Published
Jul 24, 2019
Authors
5
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Research paper

G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Le

arxiv.org

Publication: G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning. Published Feb 25, 2020.

Published
Feb 25, 2020
Authors
2
73 Authority 73 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →

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