Instruct: Given the title of a paper, retrieve paper titles that are cited by the given paper
Query: Making Financial Trading by Recurrent Reinforcement Learning
PERFORMANCE FUNCTIONS AND REINFORCEMENT LEARNING FOR TRADING SYSTEMS AND PORTFOLIOS
Reinforcement Learning in Multi-Party Trading Dialog
Deep learning models as advisors to execute trades on financial markets
Recurrent Reinforcement Learning: A Hybrid Approach
Stock price prediction using reinforcement learning
High-Frequency Equity Index Futures Trading Using Recurrent Reinforcement Learning with Candlesticks
creating algorithmic traders with hierarchical reinforcement learning msc dissertation .
An Algorithm for Trading and Portfolio Management Using Q-learning and Sharpe Ratio Maximization
Recall Traces: Backtracking Models for Efficient Reinforcement Learning
Exploration-Exploitation Trade-off in Deep Reinforcement Learning
Floyd-Warshall Reinforcement Learning: Learning from Past Experiences to Reach New Goals
Trading in financial markets using pattern recognition optimized by genetic algorithms
Free-energy-based reinforcement learning in a partially observable environment
Deep predictive policy training using reinforcement learning
Balancing exploration and exploitation in reinforcement learning using a value of information criterion
A Multi-objective Deep Reinforcement Learning Approach for Stock Index Future’s Intraday Trading
Deep Reinforcement Learning in a Handful of Trials using Probabilistic Dynamics Models
Batch Reinforcement Learning
Using Expectation-Maximization for Reinforcement Learning
Concurrent Reinforcement Learning from Customer Interactions
The Impacts of Carbon Tariff on Green Supply Chain Design
Semantics and optimization of the SPARQL 1.1 federation extension
High-Throughput Ring-LWE Cryptoprocessors
Optimization of trading systems and portfolios
Don't Use Large Mini-Batches, Use Local SGD