Instruct: Given a scientific paper title, retrieve paper titles that are cited by the given paper.
Query: An Algorithm for Trading and Portfolio Management Using Q-learning and Sharpe Ratio Maximization
Nonlinear trading models through Sharpe Ratio maximization
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
Portfolio choice and the Bayesian Kelly criterion
Reinforcement Learning for Trading
Machine Learning and Portfolio Optimization
Reinforcement learning for optimized trade execution
A Rule-Based Dynamic Decision-Making Stock Trading System Based on Quantum-Inspired Tabu Search Algorithm
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown
The trading on the mutual funds by gene expression programming with Sortino ratio
Prediction and Portfolio Optimization in Quantitative Trading Using Machine Learning Techniques
Robust multiobjective portfolio optimization: A minimax regret approach
Portfolio Optimization with Mental Accounts
Metaheuristics for the portfolio selection problem
Lifetime Portfolio Selection by Dynamic Stochastic Programming
Surveying stock market portfolio optimization techniques
optimal trade execution : a mean – quadratic - variation approach ∗ .
Robust portfolios: contributions from operations research and finance
QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds
Simulated annealing for complex portfolio selection problems
Mean-Variance Optimization in Markov Decision Processes
Auxiliary-variable Exact Hamiltonian Monte Carlo Samplers for Binary Distributions
Bayesian Back-Propagation.
Future Shipboard MVdc System Protection Requirements and Solid-State Protective Device Topological Tradeoffs
Adaptive Clock Gating Technique for Low Power IP Core in SoC Design
Wide beamwidth quadrifilar helix antenna with improved axial ratio