{"total":34,"rows":[{"id":"2201.04038","title":"DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation","created":"2022-01-11","cited_by_count":36,"area":null},{"id":"2109.13851","title":"Reinforcement Learning for Quantitative Trading","created":"2021-09-28","cited_by_count":24,"area":null},{"id":"2502.18834","title":"FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting","created":"2025-02-26","cited_by_count":24,"area":null},{"id":"2501.15638","title":"A Comprehensive Survey on Self-Interpretable Neural Networks","created":"2025-01-26","cited_by_count":18,"area":null},{"id":"2106.00123","title":"Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review","created":"2021-05-31","cited_by_count":17,"area":null},{"id":"2409.08282","title":"LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU","created":"2024-08-26","cited_by_count":11,"area":null},{"id":"2210.01774","title":"MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization","created":"2022-09-01","cited_by_count":10,"area":null},{"id":"2503.21422","title":"From Deep Learning to LLMs: A survey of AI in Quantitative Investment","created":"2025-03-27","cited_by_count":9,"area":null},{"id":"2401.13335","title":"Full Bayesian Significance Testing for Neural Networks","created":"2024-01-24","cited_by_count":8,"area":null},{"id":"2307.03119","title":"Learning Multi-Agent Intention-Aware Communication for Optimal Multi-Order Execution in Finance","created":"2023-07-06","cited_by_count":7,"area":null},{"id":"2104.09476","title":"Interpretability in deep learning for finance: a case study for the Heston model","created":"2021-04-19","cited_by_count":6,"area":null},{"id":"2107.11972","title":"Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling","created":"2021-07-26","cited_by_count":6,"area":null},{"id":"2202.11296","title":"Reinforcement Learning in Practice: Opportunities and Challenges","created":"2022-02-23","cited_by_count":6,"area":null},{"id":"2301.04020","title":"Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence","created":"2022-12-13","cited_by_count":6,"area":null},{"id":"2304.06919","title":"Interpretability is a Kind of Safety: An Interpreter-based Ensemble for Adversary Defense","created":"2023-04-14","cited_by_count":6,"area":null},{"id":"2306.15585","title":"Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning","created":"2023-06-27","cited_by_count":6,"area":null},{"id":"2412.03038","title":"MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management","created":"2024-12-04","cited_by_count":6,"area":null},{"id":"2106.02522","title":"Price graphs: Utilizing the structural information of financial time series for stock prediction","created":"2021-06-04","cited_by_count":4,"area":null},{"id":"2410.20679","title":"MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU","created":"2024-09-25","cited_by_count":4,"area":null},{"id":"2502.04737","title":"Learning Universal Multi-level Market Irrationality Factors to Improve Stock Return Forecasting","created":"2025-02-07","cited_by_count":4,"area":null},{"id":"2211.06665","title":"A Survey on Explainable Reinforcement Learning: Concepts, Algorithms, Challenges","created":"2022-11-12","cited_by_count":3,"area":null},{"id":"2503.05966","title":"Explaining the Unexplainable: A Systematic Review of Explainable AI in Finance","created":"2025-03-07","cited_by_count":3,"area":null},{"id":"2101.03867","title":"A Reinforcement Learning Based Encoder-Decoder Framework for Learning Stock Trading Rules","created":"2021-01-08","cited_by_count":2,"area":null},{"id":"2501.06832","title":"A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning","created":"2025-01-12","cited_by_count":2,"area":null},{"id":"2504.18600","title":"QuantBench: Benchmarking AI Methods for Quantitative Investment","created":"2025-04-24","cited_by_count":2,"area":null},{"id":"2505.02880","title":"Beyond Fixed Patches: Enhancing GPTs for Financial Prediction with Adaptive Segmentation and Learnable Wavelets","created":"2025-05-05","cited_by_count":2,"area":null},{"id":"2212.00852","title":"Symphony in the Latent Space: Provably Integrating High-dimensional Techniques with Non-linear Machine Learning Models","created":"2022-12-01","cited_by_count":1,"area":null},{"id":"2508.01173","title":"MARS: A Meta-Adaptive Reinforcement Learning Framework for Risk-Aware Multi-Agent Portfolio Management","created":"2025-08-02","cited_by_count":1,"area":null},{"id":"2604.10911","title":"EvoNash-MARL: A Closed-Loop Multi-Agent Reinforcement Learning Framework for Medium-Horizon Equity Allocation","created":"2026-04-13","cited_by_count":1,"area":null},{"id":"2402.06638","title":"Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting","created":"2024-01-22","cited_by_count":0,"area":null},{"id":"2408.10255","title":"Large Investment Model","created":"2024-08-12","cited_by_count":0,"area":null},{"id":"2504.13522","title":"Cross-Modal Temporal Fusion for Financial Market Forecasting","created":"2025-04-18","cited_by_count":0,"area":null},{"id":"2605.23953","title":"Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting","created":"2026-05-11","cited_by_count":0,"area":null},{"id":"2609.29317","title":"Neuralized Multi-Wavelet Decomposition for Time Series Classification and Forecasting","created":"2026-09-24","cited_by_count":0,"area":null}],"next_cursor":null}