{"id":"https://openalex.org/W4389219081","doi":"https://doi.org/10.1016/j.eswa.2023.122801","title":"A novel Deep Reinforcement Learning based automated stock trading system using cascaded LSTM networks","display_name":"A novel Deep Reinforcement Learning based automated stock trading system using cascaded LSTM networks","publication_year":2023,"publication_date":"2023-12-01","ids":{"openalex":"https://openalex.org/W4389219081","doi":"https://doi.org/10.1016/j.eswa.2023.122801"},"language":"en","primary_location":{"id":"doi:10.1016/j.eswa.2023.122801","doi":"https://doi.org/10.1016/j.eswa.2023.122801","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2023.122801","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","ccf-c","cwts-core","dongbi-c","doyens","fnege-3","jufo-2","ki-jl-2","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Expert Systems with Applications","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2212.02721","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101874944","display_name":"Jie Zou","orcid":"https://orcid.org/0000-0002-6964-8986","observed_orcids":["https://orcid.org/0000-0002-6964-8986"]},"institutions":[{"id":"https://openalex.org/I180726961","display_name":"Shenzhen University","ror":"https://ror.org/01vy4gh70","country_code":"CN","type":"education","lineage":["https://openalex.org/I180726961"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jie Zou","raw_affiliation_strings":["College of Mathematics and Statistics, Shenzhen University, 518060, Guangdong, China"],"raw_orcid":"https://orcid.org/0000-0002-6964-8986","affiliations":[{"raw_affiliation_string":"College of Mathematics and Statistics, Shenzhen University, 518060, Guangdong, China","institution_ids":["https://openalex.org/I180726961"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5076527829","display_name":"Jiashu Lou","orcid":"https://orcid.org/0000-0001-8428-8459","observed_orcids":["https://orcid.org/0000-0001-8428-8459"]},"institutions":[{"id":"https://openalex.org/I180726961","display_name":"Shenzhen University","ror":"https://ror.org/01vy4gh70","country_code":"CN","type":"education","lineage":["https://openalex.org/I180726961"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiashu Lou","raw_affiliation_strings":["College of Mathematics and Statistics, Shenzhen University, 518060, Guangdong, China"],"raw_orcid":"https://orcid.org/0000-0001-8428-8459","affiliations":[{"raw_affiliation_string":"College of Mathematics and Statistics, Shenzhen University, 518060, Guangdong, China","institution_ids":["https://openalex.org/I180726961"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102760350","display_name":"Baohua Wang","orcid":"https://orcid.org/0000-0003-3705-3053","observed_orcids":["https://orcid.org/0000-0003-3705-3053"]},"institutions":[{"id":"https://openalex.org/I180726961","display_name":"Shenzhen University","ror":"https://ror.org/01vy4gh70","country_code":"CN","type":"education","lineage":["https://openalex.org/I180726961"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Baohua Wang","raw_affiliation_strings":["College of Mathematics and Statistics, Shenzhen University, 518060, Guangdong, China"],"raw_orcid":"https://orcid.org/0000-0003-3705-3053","affiliations":[{"raw_affiliation_string":"College of Mathematics and Statistics, Shenzhen University, 518060, Guangdong, China","institution_ids":["https://openalex.org/I180726961"]}]},{"author_position":"last","author":{"id":null,"display_name":"Sixue Liu","orcid":"https://orcid.org/0009-0007-7376-1993","observed_orcids":["https://orcid.org/0009-0007-7376-1993"]},"institutions":[{"id":"https://openalex.org/I180726961","display_name":"Shenzhen University","ror":"https://ror.org/01vy4gh70","country_code":"CN","type":"education","lineage":["https://openalex.org/I180726961"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Sixue Liu","raw_affiliation_strings":["College of Mathematics and Statistics, Shenzhen University, 518060, Guangdong, China"],"raw_orcid":"https://orcid.org/0009-0007-7376-1993","affiliations":[{"raw_affiliation_string":"College of Mathematics and Statistics, Shenzhen University, 518060, Guangdong, China","institution_ids":["https://openalex.org/I180726961"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5102760350"],"corresponding_institution_ids":["https://openalex.org/I180726961"],"apc_list":{"value":3220,"currency":"USD","value_usd":3220},"apc_paid":null,"fwci":14.0183,"has_fulltext":true,"cited_by_count":76,"citation_normalized_percentile":{"value":0.9935737,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"242","issue":null,"first_page":"122801","last_page":"122801"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/automated-stock-trading","display_name":"automated stock trading","score":0.9779999852180481},{"id":"https://openalex.org/keywords/deep-reinforcement-learning","display_name":"deep reinforcement learning","score":0.9919999837875366},{"id":"https://openalex.org/keywords/proximal-policy-optimization","display_name":"proximal policy optimization","score":0.8420000076293945},{"id":"https://openalex.org/keywords/daily-stock-data","display_name":"daily stock data","score":0.7020000219345093},{"id":"https://openalex.org/keywords/time-series-feature-extraction","display_name":"time series feature extraction","score":0.8500000238418579},{"id":"https://openalex.org/keywords/stock-market-indices","display_name":"stock market indices","score":0.6420000195503235},{"id":"https://openalex.org/keywords/trading-strategy-comparison","display_name":"trading strategy comparison","score":0.5580000281333923},{"id":"https://openalex.org/keywords/cumulative-returns","display_name":"cumulative returns","score":0.5059999823570251}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.773453950881958},{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.7647863030433655},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.7354997396469116},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.646851122379303},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.588698148727417},{"id":"https://openalex.org/C70153297","wikidata":"https://www.wikidata.org/wiki/Q5591907","display_name":"Gradient boosting","level":3,"score":0.48750707507133484},{"id":"https://openalex.org/C179717631","wikidata":"https://www.wikidata.org/wiki/Q2991667","display_name":"Multilayer perceptron","level":3,"score":0.4571913778781891},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.44207966327667236},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.4281271696090698},{"id":"https://openalex.org/C46686674","wikidata":"https://www.wikidata.org/wiki/Q466303","display_name":"Boosting (machine learning)","level":2,"score":0.41060858964920044},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.3909482955932617},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.35319769382476807},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2196284830570221},{"id":"https://openalex.org/C169258074","wikidata":"https://www.wikidata.org/wiki/Q245748","display_name":"Random forest","level":2,"score":0.08038073778152466},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1016/j.eswa.2023.122801","doi":"https://doi.org/10.1016/j.eswa.2023.122801","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2023.122801","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","ccf-c","cwts-core","dongbi-c","doyens","fnege-3","jufo-2","ki-jl-2","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Expert Systems with Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:arx:papers:2212.02721","doi":null,"is_oa":false,"landing_page_url":"http://arxiv.org/pdf/2212.02721","pdf_url":"http://arxiv.org/pdf/2212.02721","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:arXiv.org:2212.02721","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/2212.02721","pdf_url":"https://arxiv.org/pdf/2212.02721","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"doi:10.48550/arxiv.2212.02721","doi":"https://doi.org/10.48550/arxiv.2212.02721","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2212.02721","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2212.02721","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/2212.02721","pdf_url":"https://arxiv.org/pdf/2212.02721","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"display_name":"Partnerships for the goals","score":0.4300000071525574,"id":"https://metadata.un.org/sdg/17"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4389219081.pdf","grobid_xml":"https://content.openalex.org/works/W4389219081.grobid-xml"},"referenced_works_count":51,"referenced_works":["https://openalex.org/W163580248","https://openalex.org/W1522301498","https://openalex.org/W1549869922","https://openalex.org/W1895577753","https://openalex.org/W1997231007","https://openalex.org/W2006323680","https://openalex.org/W2028414733","https://openalex.org/W2030005958","https://openalex.org/W2099233100","https://openalex.org/W2145339207","https://openalex.org/W2155968351","https://openalex.org/W2258474463","https://openalex.org/W2341528187","https://openalex.org/W2344786740","https://openalex.org/W2398342468","https://openalex.org/W2522489477","https://openalex.org/W2587152362","https://openalex.org/W2594899909","https://openalex.org/W2602977295","https://openalex.org/W2624385633","https://openalex.org/W2734777338","https://openalex.org/W2736601468","https://openalex.org/W2766355270","https://openalex.org/W2824141369","https://openalex.org/W2887713765","https://openalex.org/W2891295326","https://openalex.org/W2891374205","https://openalex.org/W2913655741","https://openalex.org/W2936510019","https://openalex.org/W2977551188","https://openalex.org/W2986670013","https://openalex.org/W3004745900","https://openalex.org/W3012333258","https://openalex.org/W3047659929","https://openalex.org/W3087827640","https://openalex.org/W3107642158","https://openalex.org/W3120486319","https://openalex.org/W3123815889","https://openalex.org/W3130456109","https://openalex.org/W3155398915","https://openalex.org/W3166953972","https://openalex.org/W3168827103","https://openalex.org/W3195699963","https://openalex.org/W3201890576","https://openalex.org/W3203680104","https://openalex.org/W3208499031","https://openalex.org/W4205616158","https://openalex.org/W4232373498","https://openalex.org/W4245898856","https://openalex.org/W4293143812","https://openalex.org/W6676620298"],"related_works":["https://openalex.org/W7171613466","https://openalex.org/W4388664093","https://openalex.org/W4416031928","https://openalex.org/W4283262006","https://openalex.org/W4286424323","https://openalex.org/W3089914711","https://openalex.org/W3012333258","https://openalex.org/W4407692254","https://openalex.org/W4312622410","https://openalex.org/W4404205823"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":22},{"year":2025,"cited_by_count":36},{"year":2024,"cited_by_count":17},{"year":2023,"cited_by_count":1}],"updated_date":"2026-10-20T09:52:01.089006","created_date":"2023-12-02T00:00:00"}
