{"id":"https://openalex.org/W3109960686","doi":"https://doi.org/10.1109/icce-taiwan49838.2020.9258131","title":"Trading ETFs with Deep Q-Learning Algorithm","display_name":"Trading ETFs with Deep Q-Learning Algorithm","publication_year":2020,"publication_date":"2020-09-28","ids":{"openalex":"https://openalex.org/W3109960686","doi":"https://doi.org/10.1109/icce-taiwan49838.2020.9258131","mag":"3109960686"},"language":"en","primary_location":{"id":"doi:10.1109/icce-taiwan49838.2020.9258131","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icce-taiwan49838.2020.9258131","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2020 IEEE International Conference on Consumer Electronics - Taiwan (ICCE-Taiwan)","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/A5074299352","display_name":"Shao-Yan Hong","orcid":null},"institutions":[{"id":"https://openalex.org/I118292597","display_name":"National Taipei University of Technology","ror":"https://ror.org/00cn92c09","country_code":"TW","type":"education","lineage":["https://openalex.org/I118292597"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Shao-Yan Hong","raw_affiliation_strings":["National Taipei University of Technology"],"affiliations":[{"raw_affiliation_string":"National Taipei University of Technology","institution_ids":["https://openalex.org/I118292597"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5012961802","display_name":"Chien\u2010Hung Liu","orcid":"https://orcid.org/0000-0001-8918-5627"},"institutions":[{"id":"https://openalex.org/I118292597","display_name":"National Taipei University of Technology","ror":"https://ror.org/00cn92c09","country_code":"TW","type":"education","lineage":["https://openalex.org/I118292597"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chien-Hung Liu","raw_affiliation_strings":["National Taipei University of Technology"],"affiliations":[{"raw_affiliation_string":"National Taipei University of Technology","institution_ids":["https://openalex.org/I118292597"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5013000484","display_name":"Woei-Kae Chen","orcid":null},"institutions":[{"id":"https://openalex.org/I118292597","display_name":"National Taipei University of Technology","ror":"https://ror.org/00cn92c09","country_code":"TW","type":"education","lineage":["https://openalex.org/I118292597"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Woei-Kae Chen","raw_affiliation_strings":["National Taipei University of Technology"],"affiliations":[{"raw_affiliation_string":"National Taipei University of Technology","institution_ids":["https://openalex.org/I118292597"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5078051518","display_name":"Shingchern D. You","orcid":"https://orcid.org/0000-0002-8745-1300"},"institutions":[{"id":"https://openalex.org/I118292597","display_name":"National Taipei University of Technology","ror":"https://ror.org/00cn92c09","country_code":"TW","type":"education","lineage":["https://openalex.org/I118292597"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Shingchern D. You","raw_affiliation_strings":["National Taipei University of Technology"],"affiliations":[{"raw_affiliation_string":"National Taipei University of Technology","institution_ids":["https://openalex.org/I118292597"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5074299352"],"corresponding_institution_ids":["https://openalex.org/I118292597"],"apc_list":null,"apc_paid":null,"fwci":0.359,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.66849828,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"2"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9984999895095825,"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":0.9984999895095825,"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":0.9969000220298767,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9846000075340271,"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/deep-learning","display_name":"Deep learning","score":0.518754243850708},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5112922191619873},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.5097309947013855},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.48477381467819214},{"id":"https://openalex.org/keywords/q-learning","display_name":"Q-learning","score":0.4288427233695984},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.39277756214141846},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3522009253501892},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.33842018246650696},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.19126230478286743},{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.08701613545417786}],"concepts":[{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.518754243850708},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5112922191619873},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.5097309947013855},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.48477381467819214},{"id":"https://openalex.org/C188116033","wikidata":"https://www.wikidata.org/wiki/Q2664563","display_name":"Q-learning","level":3,"score":0.4288427233695984},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.39277756214141846},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3522009253501892},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.33842018246650696},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.19126230478286743},{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.08701613545417786}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icce-taiwan49838.2020.9258131","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icce-taiwan49838.2020.9258131","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2020 IEEE International Conference on Consumer Electronics - Taiwan (ICCE-Taiwan)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","score":0.4699999988079071,"id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":4,"referenced_works":["https://openalex.org/W2145339207","https://openalex.org/W2155968351","https://openalex.org/W2746553466","https://openalex.org/W2792007219"],"related_works":["https://openalex.org/W4313491999","https://openalex.org/W3195402399","https://openalex.org/W2523594540","https://openalex.org/W4206190611","https://openalex.org/W4399587225","https://openalex.org/W4231485458","https://openalex.org/W4386992034","https://openalex.org/W3213042429","https://openalex.org/W2503079957","https://openalex.org/W3010647961"],"abstract_inverted_index":{"This":[0],"paper":[1],"reports":[2],"the":[3,18,21],"use":[4],"of":[5],"double":[6],"deep":[7],"Q-learning":[8],"(DDQN)":[9],"for":[10],"trading":[11],"exchange-traded":[12],"funds":[13],"(ETFs).":[14],"When":[15],"compared":[16],"with":[17],"buy-and-hold":[19,39],"strategy,":[20],"proposed":[22],"approach":[23],"has":[24,40],"better":[25],"return":[26,33],"in":[27,34,43],"a":[28,35],"downtrend":[29],"market":[30],"and":[31],"comparable":[32],"sideways":[36],"market.":[37,46],"The":[38],"some":[41],"advantage":[42],"an":[44],"uptrend":[45]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
