{"id":"https://openalex.org/W4312055796","doi":"https://doi.org/10.1016/j.knosys.2022.110211","title":"Deep reinforcement learning based on transformer and U-Net framework for stock trading","display_name":"Deep reinforcement learning based on transformer and U-Net framework for stock trading","publication_year":2022,"publication_date":"2022-12-20","ids":{"openalex":"https://openalex.org/W4312055796","doi":"https://doi.org/10.1016/j.knosys.2022.110211"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.knosys.2022.110211","pdf_url":null,"source":{"id":"https://openalex.org/S10169007","display_name":"Knowledge-Based Systems","issn_l":"0950-7051","issn":["0950-7051","1872-7409"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101434970","display_name":"Bing Yang","orcid":"https://orcid.org/0000-0003-4400-0849"},"institutions":[{"id":"https://openalex.org/I204831749","display_name":"Southwestern University of Finance and Economics","ror":"https://ror.org/04ewct822","country_code":"CN","type":"funder","lineage":["https://openalex.org/I204831749"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bing Yang","raw_affiliation_strings":["School of Business Administration, Southwestern University of Finance and Economics, Chengdu 611130, China"],"affiliations":[{"raw_affiliation_string":"School of Business Administration, Southwestern University of Finance and Economics, Chengdu 611130, China","institution_ids":["https://openalex.org/I204831749"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5034108413","display_name":"Ting Liang","orcid":"https://orcid.org/0000-0002-3116-365X"},"institutions":[{"id":"https://openalex.org/I204831749","display_name":"Southwestern University of Finance and Economics","ror":"https://ror.org/04ewct822","country_code":"CN","type":"funder","lineage":["https://openalex.org/I204831749"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ting Liang","raw_affiliation_strings":["School of Accounting, Southwestern University of Finance and Economics, Chengdu 611130, China"],"affiliations":[{"raw_affiliation_string":"School of Accounting, Southwestern University of Finance and Economics, Chengdu 611130, China","institution_ids":["https://openalex.org/I204831749"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5013113719","display_name":"Jian Xiong","orcid":"https://orcid.org/0000-0002-8744-8144"},"institutions":[{"id":"https://openalex.org/I204831749","display_name":"Southwestern University of Finance and Economics","ror":"https://ror.org/04ewct822","country_code":"CN","type":"funder","lineage":["https://openalex.org/I204831749"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jian Xiong","raw_affiliation_strings":["School of Business Administration, Southwestern University of Finance and Economics, Chengdu 611130, China"],"affiliations":[{"raw_affiliation_string":"School of Business Administration, Southwestern University of Finance and Economics, Chengdu 611130, China","institution_ids":["https://openalex.org/I204831749"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5029345511","display_name":"Chong Zhong","orcid":"https://orcid.org/0000-0003-4199-0509"},"institutions":[{"id":"https://openalex.org/I204831749","display_name":"Southwestern University of Finance and Economics","ror":"https://ror.org/04ewct822","country_code":"CN","type":"funder","lineage":["https://openalex.org/I204831749"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Chong Zhong","raw_affiliation_strings":["International School of Business, Southwestern University of Finance and Economics, Chengdu 611130, China"],"affiliations":[{"raw_affiliation_string":"International School of Business, Southwestern University of Finance and Economics, Chengdu 611130, China","institution_ids":["https://openalex.org/I204831749"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5013113719"],"corresponding_institution_ids":["https://openalex.org/I204831749"],"apc_list":{"value":3130,"currency":"USD","value_usd":3130},"apc_paid":null,"fwci":2.317,"has_fulltext":false,"cited_by_count":14,"citation_normalized_percentile":{"value":0.8244,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":92,"max":93},"biblio":{"volume":"262","issue":null,"first_page":"110211","last_page":"110211"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994,"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":0.9994,"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":0.9925,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9859,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.582376}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.6477386},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.582376},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.5543922},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5102842},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5015824},{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.49222222},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.46645823},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.37672055},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.37245196},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.35715818},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.34296858},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3189975},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3066702},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.28770137},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.22047403},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.18247089},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.knosys.2022.110211","pdf_url":null,"source":{"id":"https://openalex.org/S10169007","display_name":"Knowledge-Based Systems","issn_l":"0950-7051","issn":["0950-7051","1872-7409"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","score":0.46,"id":"https://metadata.un.org/sdg/17"}],"grants":[{"funder":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China","award_id":"71871185"}],"datasets":[],"versions":[],"referenced_works_count":32,"referenced_works":["https://openalex.org/W2002062817","https://openalex.org/W2002685209","https://openalex.org/W2145339207","https://openalex.org/W2149214223","https://openalex.org/W2481567506","https://openalex.org/W2736601468","https://openalex.org/W2798122215","https://openalex.org/W2981547136","https://openalex.org/W3002709689","https://openalex.org/W3007817409","https://openalex.org/W3012223895","https://openalex.org/W3015954380","https://openalex.org/W3016938688","https://openalex.org/W3024896014","https://openalex.org/W3035574064","https://openalex.org/W3120741729","https://openalex.org/W3127751679","https://openalex.org/W3143493396","https://openalex.org/W3151614082","https://openalex.org/W3162607076","https://openalex.org/W3171884590","https://openalex.org/W3175514451","https://openalex.org/W3203755200","https://openalex.org/W4206718215","https://openalex.org/W4225724460","https://openalex.org/W4239167255","https://openalex.org/W4242505637","https://openalex.org/W4248510338","https://openalex.org/W4289285046","https://openalex.org/W4365799935","https://openalex.org/W4385245566","https://openalex.org/W641045121"],"related_works":["https://openalex.org/W4399587225","https://openalex.org/W4313491999","https://openalex.org/W4295559764","https://openalex.org/W4231485458","https://openalex.org/W4206190611","https://openalex.org/W3214343406","https://openalex.org/W3195402399","https://openalex.org/W3183198676","https://openalex.org/W2523594540","https://openalex.org/W2510460543"],"abstract_inverted_index":null,"abstract_inverted_index_v3":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W4312055796","counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":9},{"year":2023,"cited_by_count":3}],"updated_date":"2025-04-30T03:58:58.109027","created_date":"2023-01-04"}