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An Overview of Machine Learning, Deep Learning, and Reinforcement Learning-Based Techniques in Quantitative Finance: Recent Progress and Challenges

Forecasting the behavior of the stock market is a classic but difficult topic, one that has attracted the interest of both economists and computer scientists. Over the course of the last couple of decades, researchers have investigated linear models as well as models that are…

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Reinforcement learning · Artificial intelligence · Machine learning · Computer science · Deep learning · Foreign exchange market · Stock market · Algorithmic trading

# An Overview of Machine Learning, Deep Learning, and Reinforcement Learning-Based Techniques in Quantitative Finance: Recent Progress and Challenges > OpenAlex Metadata Hub · https://openalex.org/W4319083788 ## Bibliographic - **DOI:** 10.3390/app13031956 - **Year:** 2023 - **Citations:** 191 - **Open Access:** Yes (gold) - **License:** cc-by - **Source:** https://www.mdpi.com/2076-3417/13/3/1956/pdf?version=1675334107 ## Authors - Santosh Kumar Sahu - Anil Mokhade - Neeraj Dhanraj Bokde ## Abstract Forecasting the behavior of the stock market is a classic but difficult topic, one that has attracted the interest of both economists and computer scientists. Over the course of the last couple of decades, researchers have investigated linear models as well as models that are based on machine learning (ML), deep learning (DL), reinforcement learning (RL), and deep reinforcement learning (DRL) in order to create an accurate predictive model. Machine learning algorithms can now extract high-level financial market data patterns. Investors are using deep learning models to anticipate and evaluate stock and foreign exchange markets due to the advantage of artificial intelligence. Recent years have seen a proliferation of the deep reinforcement learning algorithm’s application in algorithmic trading. DRL agents, which combine price prediction and trading signal production, have been used to construct several completely automated trading systems or strategies. Our objective is to enable interested researchers to stay current and easily imitate earlier findings. In this paper, we have worked to explain the utility of Machine Learning, Deep Learning, Reinforcement Learning, and Deep Reinforcement Learning in Quantitative Finance (QF) and the Stock Market. We also outline potential future study paths in this area based on the overview that was presented before. ## Keywords Reinforcement learning, Artificial intelligence, Machine learning, Computer science, Deep learning, Foreign exchange market, Stock market, Algorithmic trading, Learning classifier system, Stock exchange, Financial market, Finance, Economics, Exchange rate ## Concepts - Reinforcement learning - Artificial intelligence - Machine learning - Computer science - Deep learning - Foreign exchange market - Stock market - Algorithmic trading - Learning classifier system - Stock exchange - Financial market - Finance - Economics - Exchange rate - Paleontology - Biology - Horse --- *Metadata only — full text not imported unless Open Access license permits.*
Bài “An Overview of Machine Learning, Deep Learning, and Reinforcement Learning-Based Techniques in Quantitative Finance: Recent Progress and Challenges” được TradingBase chuyển thành Knowledge Product cho trader — không phải trang đọc abstract OpenAlex. Tóm lược học thuật (đã diễn giải): Forecasting the behavior of the stock market is a classic but difficult topic, one that has attracted the interest of both economists and computer scientists. Over the course of the last couple of decades, researchers have investigated linear models as well as models that are based on machine learning (ML), deep learning (DL), reinforcement learning (RL), and deep reinforcement learning (DRL) in order to create an accurate predictive model. Machine learning algorithms can now extract high-level financial market data patterns. Investors are using deep learning models to anticipate and evaluate stock and foreign exchange markets due to the advantage of artificial intelligence. Recent years have seen a proliferation of the deep reinforcement learning algorithm’s application in algorithmic trading. DRL agents, which combine price prediction and trading signal production, have been used to co… Phần Trading Insights bên dưới nối nghiên cứu với Forex, vàng, USD, lãi suất và risk regime — để bạn đưa vào journal và playbook. Metadata DOI/OA chỉ là rail tham chiếu; nội dung chính là summary, takeaways và ứng dụng thị trường do Content Factory sinh.

1. Forecasting the behavior of the stock market is a classic but difficult topic, one that has attracted the interest of both economists and computer scientists.

2. Over the course of the last couple of decades, researchers have investigated linear models as well as models that are based on machine learning (ML), deep learning (DL), reinforcement learning (RL), and deep reinforcement learning (DRL) in order to create an accurate predictive model.

3. Machine learning algorithms can now extract high-level financial market data patterns.

4. Investors are using deep learning models to anticipate and evaluate stock and foreign exchange markets due to the advantage of artificial intelligence.

5. Recent years have seen a proliferation of the deep reinforcement learning algorithm’s application in algorithmic trading.

6. DRL agents, which combine price prediction and trading signal production, have been used to construct several completely automated trading systems or strategies.

Các kỹ thuật ML/quantitative trong tài liệu hữu ích để tư duy feature & regime, nhưng không thay risk rules: luôn gắn signal với position sizing và news filter.

Áp dụng vào FX: theo dõi transmission từ theory (pricing, carry, balance-sheet) sang hành vi giá trên M15–H4 sau các event thanh khoản cao.

Góc Forex: đối chiếu kết luận bài với hành giá gần nhất và lịch tin impact cao trước khi vào lệnh.

Góc Gold (XAUUSD): đối chiếu kết luận bài với hành giá gần nhất và lịch tin impact cao trước khi vào lệnh.

  • Trading: rút 1 bias hoặc 1 setup hypothesis từ Key Takeaways, test trên demo/journal trước khi live.
  • Risk: chuyển insight thành rule (max risk/trade, pause quanh tin, correlation USD–vàng) và gắn vào playbook.
  • Journal: mỗi tuần ghi 1 đoạn “theory → market observation → outcome” dựa trên bài này.
  • Portfolio: nếu bài nói macro/liquidity, đánh dấu exposure risk-on/off và hedge (ví dụ XAU) tương ứng.
  • Prop Firm: ưu tiên trade có thesis macro rõ + news filter; tránh scalp trong cửa sổ tin nếu chưa có edge.
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