6 citations · 11 across the 5 of their papers we have counts for
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q-fin.TR2022★ 1 cited
AI for trading strategies
Danijel Jevtic, Romain Deleze, Joerg Osterrieder
In this bachelor thesis, we show how four different machine learning methods (Long Short-Term Memory, Random Forest, Support Vector Machine Regression, and k-Nearest Neighbor) perf…
cs.LG2022★ 1 cited
Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network
Frensi Zejnullahu, Maurice Moser, Joerg Osterrieder
This paper presents a Double Deep Q-Network algorithm for trading single assets, namely the E-mini S&P 500 continuous futures contract. We use a proven setup as the foundation for…