{"id":"https://openalex.org/W4398235042","doi":"https://doi.org/10.1145/3658271.3658282","title":"Impact of combinatorial optimization on reinforcement learning for stock trading in financial markets","display_name":"Impact of combinatorial optimization on reinforcement learning for stock trading in financial markets","publication_year":2024,"publication_date":"2024-05-20","ids":{"openalex":"https://openalex.org/W4398235042","doi":"https://doi.org/10.1145/3658271.3658282"},"language":"en","primary_location":{"id":"doi:10.1145/3658271.3658282","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3658271.3658282","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 20th Brazilian Symposium on Information Systems","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/A5103081733","display_name":"Guilherme Dourado Santos","orcid":"https://orcid.org/0009-0004-4559-9878"},"institutions":[{"id":"https://openalex.org/I17974374","display_name":"Universidade de S\u00e3o Paulo","ror":"https://ror.org/036rp1748","country_code":"BR","type":"education","lineage":["https://openalex.org/I17974374"]}],"countries":["BR"],"is_corresponding":true,"raw_author_name":"Guilherme Dourado Santos","raw_affiliation_strings":["School of Arts, Sciences and Humanities, University of Sao Paulo, Brazil"],"affiliations":[{"raw_affiliation_string":"School of Arts, Sciences and Humanities, University of Sao Paulo, Brazil","institution_ids":["https://openalex.org/I17974374"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5061268965","display_name":"Karla Roberta Lima","orcid":"https://orcid.org/0000-0001-5483-5466"},"institutions":[{"id":"https://openalex.org/I17974374","display_name":"Universidade de S\u00e3o Paulo","ror":"https://ror.org/036rp1748","country_code":"BR","type":"education","lineage":["https://openalex.org/I17974374"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Karla Roberta Lima","raw_affiliation_strings":["School of Arts, Sciences and Humanities, University of Sao Paulo, Brazil"],"affiliations":[{"raw_affiliation_string":"School of Arts, Sciences and Humanities, University of Sao Paulo, Brazil","institution_ids":["https://openalex.org/I17974374"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5103081733"],"corresponding_institution_ids":["https://openalex.org/I17974374"],"apc_list":null,"apc_paid":null,"fwci":0.9734,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.76537929,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"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":0.9994999766349792,"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":0.9955999851226807,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9896000027656555,"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":0.763120710849762},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5813536643981934},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.5586479902267456},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.43978166580200195},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.4150431156158447},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3382790684700012},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.31445008516311646},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3116007447242737},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2657269537448883},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.24738964438438416},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.219782292842865},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.07587450742721558}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.763120710849762},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5813536643981934},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5586479902267456},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.43978166580200195},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.4150431156158447},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3382790684700012},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.31445008516311646},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3116007447242737},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2657269537448883},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.24738964438438416},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.219782292842865},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.07587450742721558},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","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/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3658271.3658282","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3658271.3658282","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 20th Brazilian Symposium on Information Systems","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":9,"referenced_works":["https://openalex.org/W1898724844","https://openalex.org/W2344786740","https://openalex.org/W2523985806","https://openalex.org/W2986670013","https://openalex.org/W3012223895","https://openalex.org/W3089914711","https://openalex.org/W3203680104","https://openalex.org/W4206469928","https://openalex.org/W4387188031"],"related_works":["https://openalex.org/W2888254471","https://openalex.org/W4283277338","https://openalex.org/W4287219598","https://openalex.org/W4206714504","https://openalex.org/W4391178413","https://openalex.org/W3130821343","https://openalex.org/W2504342329","https://openalex.org/W1481739708","https://openalex.org/W2093710055","https://openalex.org/W4280526326"],"abstract_inverted_index":{"Context:":[0],"In":[1],"recent":[2],"years,":[3],"discussions":[4],"have":[5],"grown":[6],"about":[7],"ideal":[8],"machine":[9,128],"learning":[10,129,147,234],"techniques":[11],"for":[12,35,50,75],"financial":[13,40,77,177],"applications.":[14],"Reinforcement":[15,138],"Learning":[16,139],"(RL)":[17],"has":[18],"been":[19],"gaining":[20],"prominence":[21],"in":[22,62,99,116,150,221],"decision-making":[23,67],"systems,":[24],"however":[25],"it":[26,180,247],"depends":[27],"on":[28,56,160,166],"subjective":[29],"reward":[30,57,106],"functions,":[31],"generating":[32],"the":[33,95,105,117,125,186,194,202,207,212,215,222],"need":[34],"new":[36],"methodologies.":[37],"Problem:":[38],"The":[39,84,135,154,225,238],"market\u2019s":[41],"complexity,":[42],"characterized":[43],"by":[44,201],"diverse":[45],"influencing":[46,104],"factors,":[47],"poses":[48],"challenges":[49],"accurate":[51],"prediction.":[52],"RL":[53,80,111],"algorithms,":[54],"relying":[55],"metrics,":[58,179],"may":[59],"lack":[60],"objectivity":[61],"determining":[63],"optimal":[64],"rewards,":[65],"impacting":[66],"accuracy.":[68],"Solution:":[69],"This":[70,197],"work":[71,123],"proposes":[72],"an":[73],"approach":[74,242],"trading":[76,102],"assets,":[78],"merging":[79],"and":[81,140,148,158,219],"Combinatorial":[82,91,141,208],"Optimization.":[83],"methodology":[85],"involves":[86],"a":[87,90,100,109,169],"two-pronged":[88],"process:":[89],"Optimization":[92,142,209],"model":[93,188,236],"determines":[94],"maximum":[96],"profit":[97,204],"achievable":[98],"given":[101],"period,":[103],"function":[107],"of":[108,119,127,137,146,174,214,240],"second":[110],"model.":[112,196],"IS":[113,223],"Theory:":[114],"Grounded":[115],"Theory":[118],"Computational":[120],"Learning,":[121],"this":[122,241],"explores":[124],"application":[126],"methodologies":[130],"to":[131,183,190,249],"enhance":[132],"computational":[133,151],"decision-making.":[134],"integration":[136],"aligns":[143],"with":[144,232],"principles":[145],"adaptation":[149],"systems.":[152],"Method:":[153],"models":[155],"are":[156],"trained":[157],"tested":[159],"historical":[161],"stock":[162],"prices,":[163],"particularly":[164],"focusing":[165],"Petrobras\u2019":[167],"stock,":[168],"Brazilian":[170],"petroleum":[171],"company.":[172],"Summary":[173],"Results:":[175],"Using":[176],"market":[178],"was":[181],"possible":[182],"observe":[184],"that":[185,228],"proposed":[187,216],"managed":[189],"perform":[191],"better":[192],"than":[193],"baseline":[195],"achievement":[198],"is":[199],"influenced":[200],"maximized":[203],"obtained":[205],"through":[206],"model,":[210],"demonstrating":[211],"effectiveness":[213],"approach.":[217],"Contributions":[218],"Impact":[220],"area:":[224],"results":[226],"demonstrate":[227],"combining":[229],"combinatorial":[230],"optimization":[231],"reinforcement":[233],"enhances":[235],"performance.":[237],"versatility":[239],"extends":[243],"beyond":[244],"finance,":[245],"making":[246],"applicable":[248],"various":[250],"domains":[251],"within":[252],"Information":[253],"Systems.":[254]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2026-04-02T15:55:50.835912","created_date":"2025-10-10T00:00:00"}
