Dynamic Datasets and Market Environments for Financial Reinforcement Learning
Not on the map. Why?
Abstract (arXiv)
The financial market is a particularly challenging playground for deep reinforcement learning due to its unique feature of dynamic datasets. Building high-quality market environments for training financial reinforcement learning (FinRL) agents is difficult due to major factors such as the low signal-to-noise ratio of financial data, survivorship bias of historical data, and model overfitting. In this paper, we present FinRL-Meta, a data-centric and openly accessible library that processes dynamic datasets from real-world markets into gym-style market environments and has been actively maintained by the AI4Finance community. First, following a DataOps paradigm, we provide hundreds of market environments through an automatic data curation pipeline. Second, we provide homegrown examples and reproduce popular research papers as stepping stones for users to design new trading strategies. We also deploy the library on cloud platforms so that users can visualize their own results and assess the relative performance via community-wise competitions. Third, we provide dozens of Jupyter/Python demos organized into a curriculum and a documentation website to serve the rapidly growing community. The open-source codes for the data curation pipeline are available at https://github.com/AI4Finance-Foundation/FinRL-Meta
Key facts. Cited by 15 papers in the map (data through 7 Oct 2026). Builds on 41 of its 113 references that are in the map. First posted on arXiv 25 Apr 2023.
Builds on
41 of 113 references.
References · 41
- 2023GPT-4 Technical Reportcited by 18,132
- 2022Training language models to follow instructions with human feedbackcited by 15,712
- 2017Proximal Policy Optimization Algorithmscited by 14,441
- 2017Deep reinforcement learning from human preferencescited by 3,846
- 2015Continuous control with deep reinforcement learningcited by 3,279
- 2019Advances and Open Problems in Federated Learningcited by 3,021
- 2019Optuna: A Next-generation Hyperparameter Optimization Frameworkcited by 2,455
- 2020Offline Reinforcement Learning: Tutorial, Review, and Perspectives on Open Problemscited by 1,873
- 2016OpenAI Gymcited by 1,684
- 2020D4RL: Datasets for Deep Data-Driven Reinforcement Learningcited by 1,406
- 2021Isaac Gym: High Performance GPU-Based Physics Simulation For Robot Learningcited by 882
- 2018Tune: A Research Platform for Distributed Model Selection and Trainingcited by 395
29 more
- 2019FinBERT: Financial Sentiment Analysis with Pre-trained Language Modelscited by 378
- 2019Challenges of Real-World Reinforcement Learningcited by 282
- 2023Data-centric Artificial Intelligence: A Surveycited by 202
- 2021Open-Ended Learning Leads to Generally Capable Agentscited by 177
- 2021Embodied Intelligence via Learning and Evolutioncited by 154
- 2021Data Collection and Quality Challenges in Deep Learning: A Data-Centric AI Perspectivecited by 116
- 2021Recent Advances in Reinforcement Learning in Financecited by 102
- 2022DataPerf: Benchmarks for Data-Centric AI Developmentcited by 89
- 2020FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Financecited by 86
- 2019Deep Reinforcement Learning for Tradingcited by 73
- 2021NeoRL: A Near Real-World Benchmark for Offline Reinforcement Learningcited by 63
- 2020Differentially Private Secure Multi-Party Computation for Federated Learning in Financial Applicationscited by 58
- 2021FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Financecited by 57
- 2018Practical Deep Reinforcement Learning Approach for Stock Tradingcited by 49
- 2023Data-centric AI: Perspectives and Challengescited by 43
- 2021ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Marketscited by 34
- 2017A Benchmark Environment Motivated by Industrial Control Problemscited by 31
- 2021Towards Realistic Market Simulations: a Generative Adversarial Networks Approachcited by 29
- 2021What can Data-Centric AI Learn from Data and ML Engineering?cited by 24
- 2016Inducing Domain-Specific Sentiment Lexicons from Unlabeled Corporacited by 19
- 2021Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Reviewcited by 17
- 2022The Quest for a Common Model of the Intelligent Decision Makercited by 16
- 2019Multi-Agent Deep Reinforcement Learning for Liquidation Strategy Analysiscited by 15
- 2019DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial Newscited by 11
- 2021Towards a fully RL-based Market Simulatorcited by 10
- 2021FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Financecited by 9
- 2021ElegantRL-Podracer: Scalable and Elastic Library for Cloud-Native Deep Reinforcement Learningcited by 9
- 2021Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approachcited by 5
- 2022Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfittingcited by 5
Built on by
Citing papers per year: 2023: 2; 2024: 5; 2025: 6; 2026: 2.
15 papers.
Sort:
By area:
- 2024FinBen: A Holistic Financial Benchmark for Large Language Modelscited by 140
- 2023FinGPT: Democratizing Internet-scale Data for Financial Large Language Modelscited by 65
- 2023Differentially Private Low-Rank Adaptation of Large Language Model Using Federated Learningcited by 41
- 2024FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Modelscited by 39
- 2025Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?cited by 19
- 2025FinDER: Financial Dataset for Question Answering and Evaluating Retrieval-Augmented Generationcited by 17
- 2024MUSO: Achieving Exact Machine Unlearning in Over-Parameterized Regimescited by 3
- 2025Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Informationcited by 2
- 2025LLMs Meet Finance: Fine-Tuning Foundation Models for the Open FinLLM Leaderboardcited by 2
- 2024Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Executioncited by 1
- 2024Customized FinGPT Search Agents Using Foundation Modelscited by 1
- 2026Janus-Q: End-to-End Event-Driven Trading via Hierarchical-Gated Reward Modelingcited by 1
3 more
- 2025Revisiting Ensemble Methods for Stock Trading and Crypto Trading Tasks at ACM ICAIF FinRL Contest 2023-2024cited by 0
- 2025Directly Learning Stock Trading Strategies Through Profit Guided Loss Functionscited by 0
- 2026Compositional Behavioral Semantics for State Abstraction in Reinforcement Learningcited by 0
- 2026Compositional Behavioral Semantics for State Abstraction in Reinforcement Learning24 Jun 2026
- 2026Janus-Q: End-to-End Event-Driven Trading via Hierarchical-Gated Reward Modeling23 Feb 2026
- 2025Directly Learning Stock Trading Strategies Through Profit Guided Loss Functions25 Jul 2025
- 2025Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?11 May 2025
- 2025FinDER: Financial Dataset for Question Answering and Evaluating Retrieval-Augmented Generation22 Apr 2025
- 2025LLMs Meet Finance: Fine-Tuning Foundation Models for the Open FinLLM Leaderboard17 Apr 2025
- 2025Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information29 Jan 2025
- 2025Revisiting Ensemble Methods for Stock Trading and Crypto Trading Tasks at ACM ICAIF FinRL Contest 2023-202418 Jan 2025
- 2024Customized FinGPT Search Agents Using Foundation Models20 Oct 2024
- 2024Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution19 Oct 2024
- 2024MUSO: Achieving Exact Machine Unlearning in Over-Parameterized Regimes11 Oct 2024
- 2024FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models23 May 2024
- 2024FinBen: A Holistic Financial Benchmark for Large Language Modelscited by 140
- 2023FinGPT: Democratizing Internet-scale Data for Financial Large Language Modelscited by 65
- 2023Differentially Private Low-Rank Adaptation of Large Language Model Using Federated Learningcited by 41
- 2025Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?cited by 19
- 2025Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Informationcited by 2
- 2025LLMs Meet Finance: Fine-Tuning Foundation Models for the Open FinLLM Leaderboardcited by 2
- 2024Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Executioncited by 1
- 2025Revisiting Ensemble Methods for Stock Trading and Crypto Trading Tasks at ACM ICAIF FinRL Contest 2023-2024cited by 0
- 2025Directly Learning Stock Trading Strategies Through Profit Guided Loss Functionscited by 0
- 2026Compositional Behavioral Semantics for State Abstraction in Reinforcement Learningcited by 0
- 2026Compositional Behavioral Semantics for State Abstraction in Reinforcement Learning24 Jun 2026
- 2025Directly Learning Stock Trading Strategies Through Profit Guided Loss Functions25 Jul 2025
- 2025Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?11 May 2025
- 2025LLMs Meet Finance: Fine-Tuning Foundation Models for the Open FinLLM Leaderboard17 Apr 2025
- 2025Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information29 Jan 2025
- 2025Revisiting Ensemble Methods for Stock Trading and Crypto Trading Tasks at ACM ICAIF FinRL Contest 2023-202418 Jan 2025
- 2024Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution19 Oct 2024
- 2024FinBen: A Holistic Financial Benchmark for Large Language Models20 Feb 2024
- 2023Differentially Private Low-Rank Adaptation of Large Language Model Using Federated Learning29 Dec 2023
- 2023FinGPT: Democratizing Internet-scale Data for Financial Large Language Models19 Jul 2023