Key papers

• Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining (2025)
  Junjie Zhao et al.
  5.04
• Large-Scale Portfolio Optimization Problem Under Cardinality Constraint With Enhanced Multi-Objective Evolutionary Algorithms (2026)
  Danial Ramezani et al.
  5.01
• HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization (2025)
  Benjamin Coriat et al.
  2.93
• Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards (2025)
  Daniil Karzanov et al.
  2.65
• Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information (2025)
  Jinghai He et al.
  2.60
• Evaluating AI Investment Strategies (2026)
  Irene Aldridge
  1.94
• Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman (2026)
  Daniil Mikriukov (1 and 2) et al.
  1.94
• Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets (2026)
  Kamil Kashif et al.
  1.89
• Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization (2026)
  Srijan Sood et al.
  1.72
• Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization (2026)
  Vincent Gurgul et al.
  1.67
• Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy (2025)
  Hongyang Yang et al.
  1.56
• Hybrid LSTM and PPO Networks for Dynamic Portfolio Optimization (2025)
  Jun Kevin et al.
  1.56
• Reinforcement Learning for Portfolio Optimization with a Financial Goal and Defined Time Horizons (2025)
  Fermat Leukam et al.
  1.56
• DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection (2025)
  Jinkyu Kim et al.
  1.50
• Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE (2025)
  Rongwei Liu et al.
  1.39
• QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning (2025)
  Jingfeng Pan and Jiahao Chen
  1.39
• Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning (2025)
  Hadi Keramati and Samaneh Jazayeri
  1.33
• Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach (2025)
  Arishi Orra et al.
  1.22
• Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation (2025)
  Jaskaran Singh Walia et al.
  1.06
• Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study (2024)
  Yilie Huang et al.
  1.00
• Robust Reinforcement Learning with Dynamic Distortion Risk Measures (2024)
  Anthony Coache et al.
  0.83
• Deep Reinforcement Learning for Long-Short Portfolio Optimization (2020)
  Gang Huang et al.
  —
• Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach (2021)
  Mao Guan et al.
  —
• Deep Reinforcement Learning and Convex Mean-Variance Optimisation for Portfolio Management (2022)
  Ruan Pretorius and Terence van Zyl
  —
• PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets (2023)
  Shuo Sun and Molei Qin and Xinrun Wang and Bo An
  —
• A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market (2023)
  Jaydip Sen et al.
  —
• Deep Reinforcement Learning for ESG financial portfolio management (2023)
  Eduardo C. Garrido-Merch\'an et al.
  —
• Deep Reinforcement Learning for Robust Goal-Based Wealth Management (2023)
  Tessa Bauman et al.
  —
• Reinforcement Learning for Financial Index Tracking (2023)
  Xianhua Peng et al.
  —
• Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading (2023)
  Koti S. Jaddu and Paul A. Bilokon
  —
• Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning (2023)
  Yasuhiro Nakayama et al.
  —
• Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools (2023)
  Wentao Zhang et al.
  —
• Onflow: a model free, online portfolio allocation algorithm robust to transaction fees (2023)
  Gabriel Turinici and Pierre Brugiere
  —
• Data-Driven Merton's Strategies via Policy Randomization (2023)
  Min Dai et al.
  —
• Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning (2023)
  Xiangyu Cui et al.
  —
• Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management (2024)
  Zhenglong Li et al.
  —
• Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization (2024)
  Ruoyu Sun (1) et al.
  —
• Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty (2024)
  Yanwei Jia
  —
• Portfolio Management using Deep Reinforcement Learning (2024)
  Ashish Anil Pawar et al.
  —
• Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent (2024)
  Alejandra de la Rica Escudero et al.
  —
• Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework (2024)
  Ali Habibnia and Mahdi Soltanzadeh
  —
• A Deep Reinforcement Learning Framework For Financial Portfolio Management (2024)
  Jinyang Li
  —
• Improving Portfolio Optimization Results with Bandit Networks (2024)
  Gustavo de Freitas Fonseca et al.
  —
• BPQP: A Differentiable Convex Optimization Framework for Efficient End-to-End Learning (2024)
  Jianming Pan et al.
  —