{"id":"https://openalex.org/W2939856125","doi":"https://doi.org/10.1109/icassp.2019.8683161","title":"Deep Reinforcement Learning for Financial Trading Using Price Trailing","display_name":"Deep Reinforcement Learning for Financial Trading Using Price Trailing","publication_year":2019,"publication_date":"2019-04-17","ids":{"openalex":"https://openalex.org/W2939856125","doi":"https://doi.org/10.1109/icassp.2019.8683161","mag":"2939856125"},"language":"en","primary_location":{"id":"doi:10.1109/icassp.2019.8683161","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2019.8683161","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","raw_type":"proceedings-article"},"type":"conference-paper","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/A5024760815","display_name":"Konstantinos Saitas-Zarkias","orcid":"https://orcid.org/0000-0002-1402-4017"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Konstantinos Saitas Zarkias","raw_affiliation_strings":["School of Informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061050264","display_name":"Nikolaos Passalis","orcid":"https://orcid.org/0000-0003-1177-9139"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Nikolaos Passalis","raw_affiliation_strings":["School of Informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056519061","display_name":"Avraam Tsantekidis","orcid":"https://orcid.org/0000-0002-9528-9702"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Avraam Tsantekidis","raw_affiliation_strings":["School of Informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5041054091","display_name":"Anastasios Tefas","orcid":"https://orcid.org/0000-0003-1288-3667"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Anastasios Tefas","raw_affiliation_strings":["School of Informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I21370196"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":43,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"3067","last_page":"3071"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"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":0.9998999834060669,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9983000159263611,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.6405515074729919},{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.5577985048294067},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5222128629684448},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5189146995544434},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.38081133365631104},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3054810166358948},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.23005202412605286}],"concepts":[{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.6405515074729919},{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.5577985048294067},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5222128629684448},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5189146995544434},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.38081133365631104},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3054810166358948},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.23005202412605286}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icassp.2019.8683161","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2019.8683161","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","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":31,"referenced_works":["https://openalex.org/W1522301498","https://openalex.org/W1573587806","https://openalex.org/W1677182931","https://openalex.org/W1777239053","https://openalex.org/W1977051850","https://openalex.org/W1983664186","https://openalex.org/W2012079387","https://openalex.org/W2025053102","https://openalex.org/W2101350717","https://openalex.org/W2155968351","https://openalex.org/W2159813604","https://openalex.org/W2169015875","https://openalex.org/W2284153934","https://openalex.org/W2344786740","https://openalex.org/W2541822344","https://openalex.org/W2734777338","https://openalex.org/W2746553466","https://openalex.org/W2749587125","https://openalex.org/W2766355270","https://openalex.org/W2896419919","https://openalex.org/W2963122061","https://openalex.org/W2964121744","https://openalex.org/W3121962320","https://openalex.org/W3124849400","https://openalex.org/W4248510338","https://openalex.org/W6631190155","https://openalex.org/W6638088447","https://openalex.org/W6674920064","https://openalex.org/W6683356472","https://openalex.org/W6699549765","https://openalex.org/W6765666428"],"related_works":["https://openalex.org/W4306904969","https://openalex.org/W2138720691","https://openalex.org/W4362501864","https://openalex.org/W4380318855","https://openalex.org/W2031695474","https://openalex.org/W2024136090","https://openalex.org/W2586732548","https://openalex.org/W3049728571","https://openalex.org/W2964765435","https://openalex.org/W4386993979"],"abstract_inverted_index":{"Developing":[0],"accurate":[1,74],"financial":[2,33,50,70],"analysis":[3],"tools":[4],"can":[5,124],"be":[6],"useful":[7],"both":[8],"for":[9,15,43,138],"speculative":[10],"trading,":[11],"as":[12,14,106],"well":[13],"analyzing":[16,44],"the":[17,28,32,38,47,64,73,80,112,133],"behavior":[18,68],"of":[19,31,40,49,69,76,82,128],"markets":[20,71],"and":[21,45,66,136],"promptly":[22],"responding":[23],"to":[24,37,57,119],"unstable":[25,67],"conditions":[26],"ensuring":[27],"smooth":[29],"operation":[30],"markets.":[34],"This":[35],"led":[36],"development":[39],"various":[41],"methods":[42],"forecasting":[46,102],"behaviour":[48],"assets,":[51],"ranging":[52],"from":[53],"traditional":[54,100],"quantitative":[55],"finance":[56],"more":[58],"modern":[59],"machine":[60],"learning":[61],"approaches.":[62,84],"However,":[63],"volatile":[65],"forbids":[72],"prediction":[75],"future":[77],"prices,":[78],"reducing":[79],"performance":[81],"these":[83],"In":[85],"contrast,":[86],"in":[87],"this":[88],"paper":[89],"we":[90],"propose":[91],"a":[92,107],"novel":[93],"price":[94,101,134],"trailing":[95],"method":[96,117],"that":[97,123],"goes":[98],"beyond":[99],"by":[103],"reformulating":[104],"trading":[105],"control":[108],"problem,":[109],"effectively":[110],"overcoming":[111],"aforementioned":[113],"limitations.":[114],"The":[115],"proposed":[116],"leads":[118],"developing":[120],"robust":[121],"agents":[122],"withstand":[125],"large":[126],"amounts":[127],"noise,":[129],"while":[130],"still":[131],"capturing":[132],"trends":[135],"allowing":[137],"taking":[139],"profitable":[140],"decisions.":[141]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":7},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":9},{"year":2021,"cited_by_count":10},{"year":2020,"cited_by_count":7},{"year":2019,"cited_by_count":2}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
