Reinforcement Learning in Economics and Finance

2021/04/23 by Arthur Charpentier, Romuald Élie, Carl Remlinger · 3 citations
Computer Science · Decision Sciences · Engineering · #Advanced Bandit Algorithms Research #Reinforcement Learning in Robotics #Smart Grid Energy Management

paper · doi:10.1007/s10614-021-10119-4

crossref issued 2021/04/23 · crossref published 2021/04/23 · crossref published-online 2021/04/23 · openalex publication_date 2021/04/23 · crossref created 2021/04/25 · crossref published-print 2023/06/01 · crossref deposited 2023/11/02 · openalex created_date 2025/10/10 · crossref indexed 2026/07/29 · openalex updated_date 2026/08/04

Citations

• Cognitive maps in rats and men.
• A two-armed bandit theory of market pricing
• A Method for Solving Traveling-Salesman Problems
• Artificial intelligence: a modern approach
• Ant colonies for the travelling salesman problem
• Learning to trade via direct reinforcement
• Machine Learning: An Applied Econometric Approach
• Continuous-Time Mean-Variance Portfolio Selection: A Reinforcement Learning Framework
• Reinforcement Learning for Market Making in a Multi-agent Dealer Market
• Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach
• Reinforcement Learning: An Introduction

Cited by

• Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization
• Deep Reinforcement Learning for Optimum Order Execution: Mitigating Risk and Maximizing Returns
• Computational economics [wikipedia]