{"id":"https://openalex.org/W7117570566","doi":"https://doi.org/10.1109/iisa66859.2025.11311186","title":"Model Merging for Deep Reinforcement Learning in Autonomous Financial Trading Systems","display_name":"Model Merging for Deep Reinforcement Learning in Autonomous Financial Trading Systems","publication_year":2025,"publication_date":"2025-07-10","ids":{"openalex":"https://openalex.org/W7117570566","doi":"https://doi.org/10.1109/iisa66859.2025.11311186"},"language":null,"primary_location":{"id":"doi:10.1109/iisa66859.2025.11311186","is_oa":false,"landing_page_url":"https://doi.org/10.1109/iisa66859.2025.11311186","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 16th International Conference on Information, Intelligence, Systems &amp;amp; Applications (IISA)","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/A5059906922","display_name":"Loukia Avramelou","orcid":"https://orcid.org/0009-0000-2056-7635"},"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":true,"raw_author_name":"Loukia Avramelou","raw_affiliation_strings":["Aristotle University of Thessaloniki,Department of Informatics,Thessaloniki,Greece"],"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Department of Informatics,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5121580305","display_name":"Dimitrios Litsidis","orcid":null},"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":"Dimitrios Litsidis","raw_affiliation_strings":["Aristotle University of Thessaloniki,Department of Informatics,Thessaloniki,Greece"],"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Department of Informatics,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":["Aristotle University of Thessaloniki,Department of Chemical Engineering,Thessaloniki,Greece"],"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Department of Chemical Engineering,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":["Aristotle University of Thessaloniki,Department of Informatics,Thessaloniki,Greece"],"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Department of Informatics,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5059906922"],"corresponding_institution_ids":["https://openalex.org/I21370196"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.71740227,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"5"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.8675000071525574,"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":0.8675000071525574,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.02800000086426735,"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"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.025100000202655792,"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/reinforcement-learning","display_name":"Reinforcement learning","score":0.9017000198364258},{"id":"https://openalex.org/keywords/adaptability","display_name":"Adaptability","score":0.6029999852180481},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.4975999891757965},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.45989999175071716},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4438999891281128},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.4189999997615814},{"id":"https://openalex.org/keywords/focus","display_name":"Focus (optics)","score":0.35409998893737793},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.3370000123977661}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.9017000198364258},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6669999957084656},{"id":"https://openalex.org/C177606310","wikidata":"https://www.wikidata.org/wiki/Q5674297","display_name":"Adaptability","level":2,"score":0.6029999852180481},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5264000296592712},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.4975999891757965},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.45989999175071716},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4438999891281128},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.4189999997615814},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.35409998893737793},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3495999872684479},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.3370000123977661},{"id":"https://openalex.org/C23925645","wikidata":"https://www.wikidata.org/wiki/Q5449731","display_name":"Financial modeling","level":2,"score":0.30979999899864197},{"id":"https://openalex.org/C76073288","wikidata":"https://www.wikidata.org/wiki/Q1337875","display_name":"Financial risk","level":2,"score":0.29580000042915344},{"id":"https://openalex.org/C139807058","wikidata":"https://www.wikidata.org/wiki/Q352374","display_name":"Adaptation (eye)","level":2,"score":0.29260000586509705},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.2752000093460083},{"id":"https://openalex.org/C188116033","wikidata":"https://www.wikidata.org/wiki/Q2664563","display_name":"Q-learning","level":3,"score":0.26570001244544983},{"id":"https://openalex.org/C196340769","wikidata":"https://www.wikidata.org/wiki/Q7698910","display_name":"Temporal difference learning","level":3,"score":0.26339998841285706},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.26089999079704285},{"id":"https://openalex.org/C191654821","wikidata":"https://www.wikidata.org/wiki/Q247506","display_name":"Financial instrument","level":2,"score":0.26030001044273376},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.26019999384880066}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/iisa66859.2025.11311186","is_oa":false,"landing_page_url":"https://doi.org/10.1109/iisa66859.2025.11311186","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 16th International Conference on Information, Intelligence, Systems &amp;amp; Applications (IISA)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G7095710331","display_name":null,"funder_award_id":"16762","funder_id":"https://openalex.org/F4320320300","funder_display_name":"European Commission"}],"funders":[{"id":"https://openalex.org/F4320320300","display_name":"European Commission","ror":"https://ror.org/00k4n6c32"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W2107726111","https://openalex.org/W2296599285","https://openalex.org/W2749587125","https://openalex.org/W2767547957","https://openalex.org/W2891295326","https://openalex.org/W2970602317","https://openalex.org/W3007075806","https://openalex.org/W3022746105","https://openalex.org/W3033882778","https://openalex.org/W3035464578","https://openalex.org/W3035574064","https://openalex.org/W3114272942","https://openalex.org/W4214771350","https://openalex.org/W4378875874","https://openalex.org/W4385484950","https://openalex.org/W4387121164","https://openalex.org/W4387125904","https://openalex.org/W4388936923","https://openalex.org/W4401110533"],"related_works":[],"abstract_inverted_index":{"In":[0,87],"the":[1,37,54,78,92,140,147],"dynamic":[2,47],"and":[3,19,48,119,136],"complex":[4],"world":[5],"of":[6,39,56,80,94,133,142,149],"financial":[7,34,63,105],"trading,":[8,35],"advanced":[9],"machine":[10],"learning":[11,41],"methods":[12],"have":[13],"become":[14],"indispensable":[15],"for":[16,145],"crafting":[17],"resilient":[18],"adaptive":[20],"trading":[21,64,85,106,151],"strategies.":[22],"Deep":[23,57],"Reinforcement":[24,58],"Learning":[25,59],"(DRL)":[26,60],"has":[27],"emerged":[28],"as":[29],"a":[30,67,73,95,112],"powerful":[31],"tool":[32],"in":[33,46,61,108,131],"leveraging":[36],"ability":[38],"reinforcement":[40],"agents":[42],"to":[43,76,83,99,110],"make":[44],"decisions":[45],"uncertain":[49],"environments.":[50],"This":[51],"paper":[52],"investigates":[53],"application":[55],"autonomous":[62,150],"systems,":[65],"with":[66],"particular":[68],"focus":[69],"on":[70],"model":[71,96,114,143],"merging,":[72],"technique":[74,98],"designed":[75],"combine":[77,101],"strengths":[79],"multiple":[81],"models":[82,107,127],"enhance":[84],"performance.":[86],"this":[88],"work,":[89],"we":[90],"propose":[91],"use":[93],"merging":[97,144],"selectively":[100],"parameters":[102],"from":[103],"individual":[104],"order":[109],"create":[111],"unified":[113],"that":[115,125],"effectively":[116],"balances":[117],"adaptability":[118],"robustness.":[120],"Extensive":[121],"experimental":[122],"evaluation":[123],"demonstrates":[124],"merged":[126],"outperform":[128],"traditional":[129],"approaches":[130],"terms":[132],"profitability,":[134],"adaptability,":[135],"risk":[137],"management,":[138],"highlighting":[139],"potential":[141],"improving":[146],"effectiveness":[148],"systems.":[152]},"counts_by_year":[],"updated_date":"2026-04-09T08:11:56.329763","created_date":"2025-12-30T00:00:00"}
