28 citations · 28 across the 2 of their papers we have counts for
2 papers
cs.AI2020★ 28 cited
MAPS: Multi-agent Reinforcement Learning-based Portfolio Management System
Jinho Lee, Raehyun Kim, Seok-Won Yi +1
Generating an investment strategy using advanced deep learning methods in stock markets has recently been a topic of interest. Most existing deep learning methods focus on proposin…
cs.LG2019
WATTNet: Learning to Trade FX via Hierarchical Spatio-Temporal Representation of Highly Multivariate Time Series
Michael Poli, Jinkyoo Park, Ilija Ilievski
Finance is a particularly challenging application area for deep learning models due to low noise-to-signal ratio, non-stationarity, and partial observability. Non-deliverable-forwa…