{"id":"https://openalex.org/W3135286333","doi":"https://doi.org/10.1109/cloudtech49835.2020.9365878","title":"Rules Based Policy for Stock Trading: A New Deep Reinforcement Learning Method","display_name":"Rules Based Policy for Stock Trading: A New Deep Reinforcement Learning Method","publication_year":2020,"publication_date":"2020-11-24","ids":{"openalex":"https://openalex.org/W3135286333","doi":"https://doi.org/10.1109/cloudtech49835.2020.9365878","mag":"3135286333"},"language":"en","primary_location":{"id":"doi:10.1109/cloudtech49835.2020.9365878","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cloudtech49835.2020.9365878","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2020 5th International Conference on Cloud Computing and Artificial Intelligence: Technologies and Applications (CloudTech)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5076666101","display_name":"Badr Hirchoua","orcid":"https://orcid.org/0000-0002-7843-041X"},"institutions":[{"id":"https://openalex.org/I4210153608","display_name":"Universit\u00e9 Moulay Ismail de Meknes","ror":"https://ror.org/04cnscd67","country_code":"MA","type":"education","lineage":["https://openalex.org/I4210153608"]}],"countries":["MA"],"is_corresponding":false,"raw_author_name":"Hirchoua Badr","raw_affiliation_strings":["LM2I Laboratory, National Higher School of Arts and Crafts (ENSAM), Moulay Ismail University (UMI), Meknes, Morocco"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"LM2I Laboratory, National Higher School of Arts and Crafts (ENSAM), Moulay Ismail University (UMI), Meknes, Morocco","institution_ids":["https://openalex.org/I4210153608"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5035878397","display_name":"Brahim Ouhbi","orcid":"https://orcid.org/0000-0002-6340-5617"},"institutions":[{"id":"https://openalex.org/I4210153608","display_name":"Universit\u00e9 Moulay Ismail de Meknes","ror":"https://ror.org/04cnscd67","country_code":"MA","type":"education","lineage":["https://openalex.org/I4210153608"]}],"countries":["MA"],"is_corresponding":false,"raw_author_name":"Brahim Ouhbi","raw_affiliation_strings":["LM2I Laboratory, National Higher School of Arts and Crafts (ENSAM), Moulay Ismail University (UMI), Meknes, Morocco"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"LM2I Laboratory, National Higher School of Arts and Crafts (ENSAM), Moulay Ismail University (UMI), Meknes, Morocco","institution_ids":["https://openalex.org/I4210153608"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5015335959","display_name":"Bouchra Frikh","orcid":"https://orcid.org/0000-0002-9711-0841"},"institutions":[{"id":"https://openalex.org/I81605866","display_name":"Sidi Mohamed Ben Abdellah University","ror":"https://ror.org/04efg9a07","country_code":"MA","type":"education","lineage":["https://openalex.org/I81605866"]}],"countries":["MA"],"is_corresponding":false,"raw_author_name":"Bouchra Frikh","raw_affiliation_strings":["LIASSE Laboratory, Higher School of Technology (EST), Sidi Mohamed Ben Abdellah University (USMBA), Fez, Morocco"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"LIASSE Laboratory, Higher School of Technology (EST), Sidi Mohamed Ben Abdellah University (USMBA), Fez, Morocco","institution_ids":["https://openalex.org/I81605866"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.9295,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.79340659,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"6"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9990000128746033,"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":0.9990000128746033,"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":0.9933000206947327,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9882000088691711,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.8655098676681519},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7193014025688171},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.49490541219711304},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4940345883369446},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4855482280254364},{"id":"https://openalex.org/keywords/imperfect","display_name":"Imperfect","score":0.453494668006897},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4411046802997589},{"id":"https://openalex.org/keywords/train","display_name":"Train","score":0.4370347261428833},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4189406633377075},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.41030994057655334},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.26910924911499023},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2137763500213623},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1405770182609558},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.08753365278244019}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.8655098676681519},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7193014025688171},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.49490541219711304},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4940345883369446},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4855482280254364},{"id":"https://openalex.org/C2780310539","wikidata":"https://www.wikidata.org/wiki/Q12547192","display_name":"Imperfect","level":2,"score":0.453494668006897},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4411046802997589},{"id":"https://openalex.org/C190839683","wikidata":"https://www.wikidata.org/wiki/Q2448197","display_name":"Train","level":2,"score":0.4370347261428833},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4189406633377075},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.41030994057655334},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.26910924911499023},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2137763500213623},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1405770182609558},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.08753365278244019},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","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},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C58640448","wikidata":"https://www.wikidata.org/wiki/Q42515","display_name":"Cartography","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cloudtech49835.2020.9365878","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cloudtech49835.2020.9365878","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2020 5th International Conference on Cloud Computing and Artificial Intelligence: Technologies and Applications (CloudTech)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":42,"referenced_works":["https://openalex.org/W333233685","https://openalex.org/W1771410628","https://openalex.org/W1874758362","https://openalex.org/W1971646537","https://openalex.org/W1979925147","https://openalex.org/W2011418219","https://openalex.org/W2092348774","https://openalex.org/W2101493843","https://openalex.org/W2103467996","https://openalex.org/W2145339207","https://openalex.org/W2168359464","https://openalex.org/W2173248099","https://openalex.org/W2202140284","https://openalex.org/W2257979135","https://openalex.org/W2404689820","https://openalex.org/W2731083990","https://openalex.org/W2736601468","https://openalex.org/W2796688914","https://openalex.org/W2800569739","https://openalex.org/W2811507977","https://openalex.org/W2824141369","https://openalex.org/W2891295326","https://openalex.org/W2892412430","https://openalex.org/W2899017473","https://openalex.org/W2963864421","https://openalex.org/W2964043796","https://openalex.org/W2967254933","https://openalex.org/W2969637780","https://openalex.org/W3119076796","https://openalex.org/W3121251852","https://openalex.org/W3121583564","https://openalex.org/W3121933628","https://openalex.org/W6638018090","https://openalex.org/W6639332844","https://openalex.org/W6684921986","https://openalex.org/W6692846177","https://openalex.org/W6713623909","https://openalex.org/W6740961973","https://openalex.org/W6741002519","https://openalex.org/W6750380350","https://openalex.org/W6753199568","https://openalex.org/W6755720817"],"related_works":["https://openalex.org/W618248309","https://openalex.org/W2377336366","https://openalex.org/W2374250903","https://openalex.org/W1601203902","https://openalex.org/W2361332776","https://openalex.org/W4225671779","https://openalex.org/W1568097102","https://openalex.org/W2897407000","https://openalex.org/W2248934910","https://openalex.org/W2075798043"],"abstract_inverted_index":{"Automated":[0],"trading":[1,31,92],"is":[2,47,137],"fully":[3],"represented":[4],"as":[5],"an":[6],"online":[7],"decision-making":[8],"problem,":[9],"where":[10],"agents":[11],"desire":[12],"to":[13,20,89,107,176],"sell":[14],"it":[15,201],"at":[16,22],"a":[17,23,33,44,60,86,145,151,182,211],"higher":[18],"price":[19],"buy":[21],"low":[24],"one.":[25],"In":[26],"financial":[27,29],"theory,":[28],"markets":[30],"produces":[32],"noisy":[34,152],"and":[35,52,95,126,216],"random":[36],"behavior":[37],"involving":[38],"highly":[39],"imperfect":[40],"information.":[41],"Therefore,":[42],"developing":[43],"profitable":[45],"strategy":[46],"very":[48],"complicated":[49],"in":[50],"dynamic":[51],"complex":[53],"stock":[54,75],"market":[55],"environments.":[56],"This":[57,154],"paper":[58],"introduces":[59],"new":[61],"deep":[62],"reinforcement":[63],"learning":[64],"(DRL)":[65],"method":[66],"based":[67,138],"on":[68,140,190],"the":[69,79,82,91,100,103,109,113,121,127,131,134,141,163,173,186,196],"encouragement":[70,135],"window":[71,136],"policy":[72,175],"for":[73],"automatic":[74],"trading.":[76],"Motivated":[77],"by":[78,161,210],"advantage":[80,104],"function,":[81],"proposed":[83,197],"approach":[84],"trains":[85],"DRL":[87],"agent":[88],"handle":[90],"environment's":[93],"dynamicity":[94],"generate":[96],"huge":[97],"profits.":[98],"On":[99,130],"one":[101],"hand,":[102,133],"function":[105],"tries":[106],"estimate":[108],"relative":[110],"value":[111],"of":[112,120,124,150,214],"current":[114],"state's":[115],"selected":[116],"actions.":[117],"It":[118],"consists":[119],"discounted":[122],"sum":[123],"rewards":[125],"baseline":[128],"estimate.":[129],"other":[132],"only":[139],"last":[142],"rewards,":[143],"providing":[144],"dense":[146],"synthesized":[147],"experience":[148],"instead":[149],"signal.":[153],"process":[155],"has":[156,202],"progressively":[157],"improved":[158],"actions'":[159],"quality":[160],"balancing":[162],"action":[164],"selection":[165],"versus":[166],"states'":[167],"uncertainty.":[168],"The":[169],"self-learned":[170],"rules":[171],"drive":[172],"agent's":[174],"choose":[177],"productive":[178],"actions":[179],"that":[180],"produce":[181],"high":[183],"achievement":[184],"across":[185],"environment.":[187],"Experimental":[188],"results":[189],"four":[191],"real-world":[192],"stocks":[193],"have":[194],"proven":[195],"system's":[198],"efficiency.":[199],"Precisely,":[200],"produced":[203],"outstanding":[204],"performances,":[205],"executed":[206],"more":[207],"creative":[208],"trades":[209],"small":[212],"number":[213],"transactions,":[215],"outperformed":[217],"different":[218],"baselines.":[219]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
