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Awesome Papers for AI in Finance

Reinforcement Learning

Reinforcement Learning for Trading Systems and Portfolios (1998) https://pdfs.semanticscholar.org/10f3/4407d0f7766cfb887334de4ce105d5aa8aae.pdf

Enhancing Q-Learning for Optimal Asset Allocation https://papers.nips.cc/paper/1427-enhancing-q-learning-for-optimal-asset-allocation.pdf

Reinforcement Learning for Optimized Trade Execution http://www.cis.upenn.edu/~mkearns/papers/rlexec.pdf

An automated FX trading system using adaptive reinforcement learning http://www.sciencedirect.com/science/article/pii/S0957417405003015

Deep Learning

Deep Learning for Multivariate Financial Time Series (2015) https://www.math.kth.se/matstat/seminarier/reports/M-exjobb15/150612a.pdf

Deep Learning for Event-Driven Stock Prediction (2015) https://ijcai.org/Proceedings/15/Papers/329.pdf

Deep learning for financial sentiment analysis on finance news providers http://ieeexplore.ieee.org/document/7752381/

Deep Learning for Finance: Deep Portfolios (2016) https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2838013

Deep Learning in Finance (2016) https://arxiv.org/pdf/1602.06561v2.pdf

Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016) https://ideas.repec.org/p/zbw/iwqwdp/032016.html

Cryptocurrency Portfolio Management with Deep Reinforcement Learning (2017) https://arxiv.org/pdf/1612.01277.pdf

Deep learning for financial sentiment analysis on finance news providers http://ieeexplore.ieee.org/document/7752381/

Using Natural Language Processing Techniques for Stock Return Predictions(2017) https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2940564

Other Machine Learning techniques

Application of Machine Learning to Systematic Strategies (2016) https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2837664

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