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Tag: markov-decision-process
40 items with this tag.
May 22, 2026
Bellman Equation
markov-decision-process
reinforcement-learning
May 22, 2026
Dynamic Programming
markov-decision-process
reinforcement-learning
academic-paper
May 22, 2026
Goodhart's Law
overfitting-risk
markov-decision-process
reinforcement-learning
May 22, 2026
Hawkes Process
markov-chain
markov-decision-process
market-making
May 22, 2026
Recent Developments 2024-2025
regime-switching
hidden-markov-model
reinforcement-learning
markov-decision-process
backtest
out-of-sample
transaction-costs
overfitting-risk
replication
academic-paper
May 22, 2026
Value Iteration
markov-decision-process
reinforcement-learning
May 22, 2026
FinRL Framework and Contests
reinforcement-learning
markov-decision-process
backtest
out-of-sample
replication
equities
crypto
academic-paper
May 22, 2026
Futures Markets
commodities
forex
equities
reinforcement-learning
markov-decision-process
backtest
out-of-sample
transaction-costs
May 22, 2026
Limit Order Book
market-making
markov-decision-process
reinforcement-learning
equities
backtest
May 22, 2026
Options Market
markov-decision-process
trading-strategy
May 22, 2026
US Equity Market
equities
markov-decision-process
transaction-costs
May 22, 2026
Markov Decision Process Trading Model
model
markov
trading-research
markov-decision-process
reinforcement-learning
optimal-execution
backtest
out-of-sample
May 22, 2026
Reinforcement Learning Trading Policy
model
markov
trading-research
reinforcement-learning
markov-decision-process
backtest
out-of-sample
transaction-costs
overfitting-risk
academic-paper
May 22, 2026
Abbade and Reali Costa 2026
academic-paper
transaction-costs
reinforcement-learning
markov-decision-process
backtest
May 22, 2026
Optimal Execution of Portfolio Transactions
academic-paper
optimal-execution
transaction-costs
markov-decision-process
May 22, 2026
High-frequency trading in a limit order book
academic-paper
market-making
markov-decision-process
optimal-execution
May 22, 2026
Risk-Aware Deep Reinforcement Learning for Crypto and Equity Trading Under Transaction Costs
academic-paper
reinforcement-learning
markov-decision-process
crypto
equities
transaction-costs
out-of-sample
backtest
May 22, 2026
Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting
academic-paper
reinforcement-learning
markov-decision-process
overfitting-risk
crypto
backtest
out-of-sample
transaction-costs
replication
May 22, 2026
Recent Advances in Reinforcement Learning in Finance
academic-paper
markov-decision-process
reinforcement-learning
trading-research
May 22, 2026
Deep Reinforcement Learning in Non-Markov Market-Making
academic-paper
markov-decision-process
reinforcement-learning
market-making
backtest
out-of-sample
overfitting-risk
May 22, 2026
Deep Reinforcement Learning for Optimal Trading with Partial Information
academic-paper
reinforcement-learning
regime-switching
markov-decision-process
transaction-costs
equities
May 22, 2026
Learning to Trade via Direct Reinforcement
academic-paper
reinforcement-learning
trading-strategy
markov-decision-process
out-of-sample
transaction-costs
equities
forex
May 22, 2026
A Markov Decision Process Model for Optimal Trade of Options Using Statistical Data
academic-paper
markov-decision-process
options
trading-strategy
May 22, 2026
Reinforcement Learning-Based Cryptocurrency Portfolio Management Using Soft Actor-Critic and Deep Deterministic Policy Gradient Algorithms
academic-paper
reinforcement-learning
markov-decision-process
crypto
backtest
profitability-claim
transaction-costs
May 22, 2026
Revisiting Optimal Execution of Portfolio Transactions: A Dynamic Programming and Reinforcement Learning Approach
academic-paper
markov-decision-process
optimal-execution
reinforcement-learning
transaction-costs
May 22, 2026
Reinforcement Learning for Quantitative Trading
academic-paper
reinforcement-learning
markov-decision-process
trading-strategy
backtest
profitability-claim
May 22, 2026
Deep Reinforcement Learning for Trading
academic-paper
reinforcement-learning
markov-decision-process
backtest
out-of-sample
transaction-costs
commodities
forex
equities
May 22, 2026
Richard Bellman
markov-decision-process
reinforcement-learning
May 22, 2026
Robert Almgren
optimal-execution
transaction-costs
markov-decision-process
equities
May 22, 2026
Adverse Selection
market-making
transaction-costs
backtest
markov-decision-process
May 22, 2026
Curse of Dimensionality
markov-decision-process
overfitting-risk
May 22, 2026
Non-Stationarity
markov-decision-process
out-of-sample
overfitting-risk
May 22, 2026
Partial Observability
markov-decision-process
overfitting-risk
May 22, 2026
Reward Design Sensitivity
reinforcement-learning
markov-decision-process
overfitting-risk
backtest
May 22, 2026
Reward Specification Error
markov-decision-process
reinforcement-learning
overfitting-risk
model-risk
May 22, 2026
Sim-to-Real Gap
reinforcement-learning
live-trading
backtest
markov-decision-process
transaction-costs
May 22, 2026
State-Space Design
markov-decision-process
overfitting-risk
May 22, 2026
Market Making
market-making
markov-decision-process
reinforcement-learning
transaction-costs
trading-strategy
backtest
out-of-sample
May 22, 2026
Optimal Execution
optimal-execution
transaction-costs
markov-decision-process
trading-strategy
equities
May 22, 2026
Recurrent Reinforcement Learning Trading
reinforcement-learning
trading-strategy
markov-decision-process
out-of-sample
transaction-costs
forex
equities