Algorithmic Trading

Description from the archive archive 2025-07-28.

Benchmarks archive 2025-07-28

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Datasets archive 2025-07-28

1 dataset whose archive record lists this task, ordered by the archive's paper count.

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Most implemented papers archive 2025-07-28

22 shown of 22 papers with code (95 tagged with this task in all), ordered by repositories listed in the archive, not by stars (the archive holds no stars, so PwC's “Social” and “Latest” sorts cannot be reproduced). Papers without a page here are shown as plain text.

• FinGPT: Open-Source Financial Large Language Models
  9 Jun 2023 2 repositories listed Syntology ran 0 of 11 samples · 11 unverified
  While proprietary models like BloombergGPT have taken advantage of their unique data accumulation, such privileged access calls for an open-source alternative to democratize Internet-scale financial data.
• Model-based gym environments for limit order book trading
  16 Sep 2022 2 repositories listed
  This paper introduces \mbtgym, a Python module that provides a suite of gym environments for training reinforcement learning (RL) agents to solve such model-based trading problems.
• A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters
  22 Sep 2021 2 repositories listed
  Our method adapts Haar wavelets to the structure of the observed variables in order to detect the change points of the parameters consistently.
• ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books
  29 Apr 2025 1 repository listed
  We introduce ClusterLOB as a method to cluster individual market events in a stream of market-by-order (MBO) data into different groups.
• LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
  26 Aug 2024 1 repository listed Syntology ran 9 of 9 samples · 0 unverified · 9 pointer-only (licence)
  However, existing methods mostly focus on the short-term dynamic relationships of stocks and directly integrating relationship information with temporal information.
• AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks
  29 Jul 2024 1 repository listed
  This study examined the architecture of the trading system, data pre-processing, training, and performance.
• Reinforcement Learning Pair Trading: A Dynamic Scaling approach
  23 Jul 2024 1 repository listed
  We performed experiments with the developed reinforcement learner on pairs of BTC-GBP and BTC-EUR data separated by 1 min intervals (n=263, 520).
• MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
  20 Jun 2024 1 repository listed Syntology ran 8 of 9 samples · 1 unverified · 9 pointer-only (licence)
  To tackle these problems, we propose a novel Memory Augmented Context-aware Reinforcement learning method On HFT, \emph{a.
• EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading
  22 Sep 2023 1 repository listed
  In stage II, we construct a pool of diverse RL agents for different market trends, distinguished by return rates, where hundreds of RL agents are trained with different preferences of return rates and only a tiny…
• FinGPT: Democratizing Internet-scale Data for Financial Large Language Models
  19 Jul 2023 1 repository listed
  In light of this, we aim to democratize Internet-scale financial data for LLMs, which is an open challenge due to diverse data sources, low signal-to-noise ratio, and high time-validity.
• Stock Trading Volume Prediction with Dual-Process Meta-Learning
  11 Oct 2022 1 repository listed
  Our method can model the common pattern behind different stocks with a meta-learner, while modeling the specific pattern for each stock across time spans with stock-dependent parameters.
• Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting
  12 Sep 2022 1 repository listed Syntology ran 0 of 13 samples · 13 unverified
  Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market.
• A Modular Framework for Reinforcement Learning Optimal Execution
  11 Aug 2022 1 repository listed
  In this article, we develop a modular framework for the application of Reinforcement Learning to the problem of Optimal Trade Execution.
• Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach
  14 Nov 2021 1 repository listed
  The feasibility of making profitable trades on a single asset on stock exchanges based on patterns identification has long attracted researchers.
• Exploration of Algorithmic Trading Strategies for the Bitcoin Market
  28 Oct 2021 1 repository listed
  This work brings an algorithmic trading approach to the Bitcoin market to exploit the variability in its price on a day-to-day basis through the classification of its direction.
• Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review
  31 May 2021 1 repository listed
  Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated.
• Multi-Graph Tensor Networks
  25 Oct 2020 1 repository listed Syntology ran 1 of 2 samples · 1 unverified · 2 pointer-only (licence)
  The irregular and multi-modal nature of numerous modern data sources poses serious challenges for traditional deep learning algorithms.
• Taking Over the Stock Market: Adversarial Perturbations Against Algorithmic Traders
  19 Oct 2020 1 repository listed
  In this study, we present a realistic scenario in which an attacker influences algorithmic trading systems by using adversarial learning techniques to manipulate the input data stream in real time.
• Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies
  9 Sep 2020 1 repository listed
  This research analyses high-frequency data of the cryptocurrency market in regards to intraday trading patterns related to algorithmic trading and its impact on the European cryptocurrency market.
• An Application of Deep Reinforcement Learning to Algorithmic Trading
  7 Apr 2020 1 repository listed
  This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during…
• Using Reinforcement Learning in the Algorithmic Trading Problem
  26 Feb 2020 1 repository listed
  A system for trading the fixed volume of a financial instrument is proposed and experimentally tested; this is based on the asynchronous advantage actor-critic method with the use of several neural network architectures.
• Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies
  10 Feb 2020 1 repository listed
  This is the first in a series of arti-cles dealing with machine learning in asset management.

Syntology lines on 5 of the papers shown; no Syntology record for the others (a paper without an arXiv id cannot be joined to the graph, and absence from the graph layer is not a recorded non-run). “Ran” means the sample executed on a synthesized fixture, not that the paper's result was reproduced. Read from the graph 2026-09-24.