{"id":"https://openalex.org/W3202263935","doi":"https://doi.org/10.1145/3383455.3422559","title":"A tabular sarsa-based stock market agent","display_name":"A tabular sarsa-based stock market agent","publication_year":2020,"publication_date":"2020-10-15","ids":{"openalex":"https://openalex.org/W3202263935","doi":"https://doi.org/10.1145/3383455.3422559","mag":"3202263935"},"language":"en","primary_location":{"id":"doi:10.1145/3383455.3422559","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3383455.3422559","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3383455.3422559","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the First ACM International Conference on AI in Finance","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://dl.acm.org/doi/pdf/10.1145/3383455.3422559","any_repository_has_fulltext":null},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5023085312","display_name":"Renato Arantes de Oliveira","orcid":"https://orcid.org/0000-0001-6540-432X"},"institutions":[{"id":"https://openalex.org/I110200422","display_name":"Universidade Federal de Minas Gerais","ror":"https://ror.org/0176yjw32","country_code":"BR","type":"education","lineage":["https://openalex.org/I110200422"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Renato Arantes de Oliveira","raw_affiliation_strings":["Federal University of Minas Gerais State, Belo Horizonte, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Federal University of Minas Gerais State, Belo Horizonte, Brazil","institution_ids":["https://openalex.org/I110200422"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053829615","display_name":"Heitor S. Ramos","orcid":"https://orcid.org/0000-0003-4523-6466"},"institutions":[{"id":"https://openalex.org/I110200422","display_name":"Universidade Federal de Minas Gerais","ror":"https://ror.org/0176yjw32","country_code":"BR","type":"education","lineage":["https://openalex.org/I110200422"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Heitor S. Ramos","raw_affiliation_strings":["Federal University of Minas Gerais State, Belo Horizonte, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Federal University of Minas Gerais State, Belo Horizonte, Brazil","institution_ids":["https://openalex.org/I110200422"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074870464","display_name":"Daniel H. Dalip","orcid":"https://orcid.org/0000-0002-8532-7701"},"institutions":[{"id":"https://openalex.org/I4210136482","display_name":"Federal Center for Technological Education of Minas Gerais","ror":"https://ror.org/04ch49185","country_code":"BR","type":"education","lineage":["https://openalex.org/I4210136482"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Daniel Hasan Dalip","raw_affiliation_strings":["Federal Center of Technology Education, Belo Horizonte, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Federal Center of Technology Education, Belo Horizonte, Brazil","institution_ids":["https://openalex.org/I4210136482"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5045607351","display_name":"Adriano C. M. Pereira","orcid":"https://orcid.org/0000-0003-2389-0512"},"institutions":[{"id":"https://openalex.org/I110200422","display_name":"Universidade Federal de Minas Gerais","ror":"https://ror.org/0176yjw32","country_code":"BR","type":"education","lineage":["https://openalex.org/I110200422"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Adriano C\u00e9sar Machado Pereira","raw_affiliation_strings":["Federal University of Minas Gerais State, Belo Horizonte, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Federal University of Minas Gerais State, Belo Horizonte, Brazil","institution_ids":["https://openalex.org/I110200422"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.8011419773101807},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.6273353695869446},{"id":"https://openalex.org/keywords/de-facto","display_name":"De facto","score":0.6045206785202026},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.601547122001648},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5766737461090088},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.5138523578643799},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5097739100456238},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4751341640949249},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4706033170223236},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.44568362832069397},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.4240008592605591},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.34551405906677246},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.2527306079864502},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.23534566164016724},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.20532327890396118},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.19499385356903076},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.09782737493515015}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.8011419773101807},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6273353695869446},{"id":"https://openalex.org/C2992317946","wikidata":"https://www.wikidata.org/wiki/Q712144","display_name":"De facto","level":2,"score":0.6045206785202026},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.601547122001648},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5766737461090088},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.5138523578643799},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5097739100456238},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4751341640949249},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4706033170223236},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.44568362832069397},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.4240008592605591},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.34551405906677246},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2527306079864502},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.23534566164016724},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.20532327890396118},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.19499385356903076},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.09782737493515015},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3383455.3422559","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3383455.3422559","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3383455.3422559","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the First ACM International Conference on AI in Finance","raw_type":"proceedings-article"}],"best_oa_location":{"id":"doi:10.1145/3383455.3422559","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3383455.3422559","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3383455.3422559","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the First ACM International Conference on AI in Finance","raw_type":"proceedings-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.5400000214576721}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W594621870","https://openalex.org/W637581858","https://openalex.org/W1571851576","https://openalex.org/W1606010076","https://openalex.org/W1920661432","https://openalex.org/W2000920768","https://openalex.org/W2049349410","https://openalex.org/W2064675550","https://openalex.org/W2145339207","https://openalex.org/W2344786740","https://openalex.org/W2607162077","https://openalex.org/W2766781091","https://openalex.org/W2789158754","https://openalex.org/W2789364533","https://openalex.org/W2797416167","https://openalex.org/W2809063167","https://openalex.org/W2811395591","https://openalex.org/W2897283383","https://openalex.org/W2942916884","https://openalex.org/W2965771985","https://openalex.org/W2966021938","https://openalex.org/W2967254933","https://openalex.org/W2977551188","https://openalex.org/W2995154733","https://openalex.org/W2995833266","https://openalex.org/W3125957977"],"related_works":["https://openalex.org/W4313491999","https://openalex.org/W3195402399","https://openalex.org/W2523594540","https://openalex.org/W4206190611","https://openalex.org/W4399587225","https://openalex.org/W4231485458","https://openalex.org/W4386992034","https://openalex.org/W3213042429","https://openalex.org/W2503079957","https://openalex.org/W4323268808"],"abstract_inverted_index":{"Automated":[0,56],"stock":[1,18,103],"trading":[2,58],"is":[3,29],"now":[4],"the":[5,17,27,48,69,91,114],"de-facto":[6],"way":[7],"that":[8,113,132],"investors":[9],"have":[10],"chosen":[11],"to":[12,30,38,45,52,63,79,118,127],"obtain":[13],"high":[14,120],"profits":[15,121],"in":[16,47,50],"market":[19,49,70,104],"while":[20,66],"keeping":[21],"risk":[22,124],"under":[23],"control.":[24],"One":[25],"of":[26],"approaches":[28],"create":[31],"agents":[32],"employing":[33],"Reinforcement":[34],"Learning":[35],"(RL)":[36],"algorithms":[37],"learn":[39,61],"and":[40],"decide":[41],"whether":[42],"or":[43],"not":[44],"operate":[46],"order":[51],"achieve":[53],"maximum":[54],"profit.":[55],"financial":[57],"systems":[59],"can":[60],"how":[62,78],"trade":[64],"optimally":[65],"interacting":[67],"with":[68,122],"pretty":[71],"much":[72],"like":[73],"a":[74,84,128,134],"human":[75],"investor":[76],"learns":[77],"trade.":[80],"In":[81],"this":[82],"research,":[83],"simple":[85],"RL":[86],"agent":[87,115,131],"was":[88,96,116],"implemented":[89],"using":[90],"SARSA":[92],"algorithm.":[93],"Next,":[94],"it":[95],"tested":[97],"against":[98],"10":[99],"stocks":[100],"from":[101,110],"Brazilian":[102],"B3":[105],"(Bolsa,":[106],"Brasil,":[107],"Balc\u00e3o).":[108],"Results":[109],"experiments":[111],"showed":[112],"able":[117],"provide":[119],"less":[123],"when":[125],"compared":[126],"supervised":[129],"learning":[130],"used":[133],"LSTM":[135],"neural":[136],"network.":[137]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":4},{"year":2021,"cited_by_count":2}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}