OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Deep Reinforcement Learning for Quantitative Trading: Challenges and Opportunities
Bo An, Shuo Sun, Rundong Wang
IEEE Intelligent Systems (2022) Vol. 37, Iss. 2, pp. 23-26
Closed Access | Times Cited: 18

Showing 18 citing articles:

Reinforcement Learning for Quantitative Trading
Shuo Sun, Rundong Wang, Bo An
ACM Transactions on Intelligent Systems and Technology (2023) Vol. 14, Iss. 3, pp. 1-29
Open Access | Times Cited: 25

A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
Wentao Zhang, Lingxuan Zhao, Haochong Xia, et al.
Proceedings of the 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (2024), pp. 4314-4325
Open Access | Times Cited: 4

DeepScalper
Shuo Sun, Wanqi Xue, Rundong Wang, et al.
Proceedings of the 31st ACM International Conference on Information & Knowledge Management (2022)
Closed Access | Times Cited: 12

New reinforcement learning based on representation transfer for portfolio management
Wen G. Jiang, Mengyang Liu, Mingyan Xu, et al.
Knowledge-Based Systems (2024) Vol. 293, pp. 111697-111697
Closed Access | Times Cited: 2

Robust Strategy Generation for Automatic Navigation of Unmanned Surface Vehicles through Improved DDPG Algorithm
Wei Wang, Subin Huang, Huabin Diao
Journal of Robotics (2024) Vol. 2024, Iss. 1
Open Access | Times Cited: 1

Spotlight News Driven Quantitative Trading Based on Trajectory Optimization
Mengyuan Yang, Mengying Zhu, Qianqiao Liang, et al.
(2023), pp. 4930-4939
Open Access | Times Cited: 3

Optimizing Trading Strategies in Quantitative Markets Using Multi-Agent Reinforcement Learning
Hengxi Zhang, Zhendong Shi, Yuanquan Hu, et al.
ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) (2024), pp. 136-140
Open Access

An intelligent option trading system based on heatmap analysis via PON/POD yields
Min-Kuan Chen, Dong‐Yuh Yang, Ming‐Hua Hsieh, et al.
Expert Systems with Applications (2024) Vol. 257, pp. 124948-124948
Closed Access

Research on Quantitative Trading Based on Deep Learning
Zhengyan Wang, Yisong Zhao
Lecture notes in electrical engineering (2024), pp. 23-30
Closed Access

Temporal Implicit Multimodal Networks for Investment and Risk Management
Gary Ang, Ee‐Peng Lim
ACM Transactions on Intelligent Systems and Technology (2024) Vol. 15, Iss. 2, pp. 1-25
Open Access

Reinforcement Learning in Algorithmic Trading: An Overview
Przemysław Czuba
Communications in computer and information science (2024), pp. 71-77
Closed Access

Application of Deep Reinforcement Learning in Financial Quantitative Trading
Lingbo Hao, Ben Wang, Zhouxin Lu, et al.
2022 4th International Conference on Communications, Information System and Computer Engineering (CISCE) (2022), pp. 466-471
Closed Access | Times Cited: 2

Federated Multitask Learning for Pedestrian Location-Aware 5G Multicast/Broadcast Services
Zexuan Jing, Junsheng Mu, Jian Jin, et al.
IEEE Transactions on Broadcasting (2023) Vol. 70, Iss. 1, pp. 66-77
Closed Access

Asymmetric Actor-Critic with Approximate Information State
Amit Kumar Sinha, Aditya Mahajan
(2023) Vol. 23, pp. 7810-7816
Closed Access

Quantitative trading models based on Sufficient Dimension Reduction and Ensemble Learning
Jiaheng Wang
Highlights in Business Economics and Management (2023) Vol. 19, pp. 6-16
Open Access

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