@article{scikit-learn,
title={Scikit-learn: Machine Learning in {P}ython},
author={Pedregosa, F. and Varoquaux, G. and Gramfort, A. and Michel, V.
and Thirion, B. and Grisel, O. and Blondel, M. and Prettenhofer, P.
and Weiss, R. and Dubourg, V. and Vanderplas, J. and Passos, A. and
Cournapeau, D. and Brucher, M. and Perrot, M. and Duchesnay, E.},
journal={Journal of Machine Learning Research},
volume={12},
pages={2825--2830},
year={2011}
}
@inproceedings{catboost,
author = {Prokhorenkova, Liudmila and Gusev, Gleb and Vorobev, Aleksandr and Dorogush, Anna Veronika and Gulin, Andrey},
title = {CatBoost: Unbiased Boosting with Categorical Features},
year = {2018},
publisher = {Curran Associates Inc.},
address = {Red Hook, NY, USA},
abstract = {This paper presents the key algorithmic techniques behind CatBoost, a new gradient boosting toolkit. Their combination leads to CatBoost outperforming other publicly available boosting implementations in terms of quality on a variety of datasets. Two critical algorithmic advances introduced in CatBoost are the implementation of ordered boosting, a permutation-driven alternative to the classic algorithm, and an innovative algorithm for processing categorical features. Both techniques were created to fight a prediction shift caused by a special kind of target leakage present in all currently existing implementations of gradient boosting algorithms. In this paper, we provide a detailed analysis of this problem and demonstrate that proposed algorithms solve it effectively, leading to excellent empirical results.},
booktitle = {Proceedings of the 32nd International Conference on Neural Information Processing Systems},
pages = {6639–6649},
numpages = {11},
location = {Montr\'{e}al, Canada},
series = {NIPS'18}
}
@article{lightgbm,
title={Lightgbm: A highly efficient gradient boosting decision tree},
author={Ke, Guolin and Meng, Qi and Finley, Thomas and Wang, Taifeng and Chen, Wei and Ma, Weidong and Ye, Qiwei and Liu, Tie-Yan},
journal={Advances in neural information processing systems},
volume={30},
pages={3146--3154},
year={2017}
}
@inproceedings{xgboost,
author = {Chen, Tianqi and Guestrin, Carlos},
title = {{XGBoost}: A Scalable Tree Boosting System},
booktitle = {Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining},
series = {KDD '16},
year = {2016},
isbn = {978-1-4503-4232-2},
location = {San Francisco, California, USA},
pages = {785--794},
numpages = {10},
url = {http://doi.acm.org/10.1145/2939672.2939785},
doi = {10.1145/2939672.2939785},
acmid = {2939785},
publisher = {ACM},
address = {New York, NY, USA},
keywords = {large-scale machine learning},
}
@article{stable-baselines3,
author = {Antonin Raffin and Ashley Hill and Adam Gleave and Anssi Kanervisto and Maximilian Ernestus and Noah Dormann},
title = {Stable-Baselines3: Reliable Reinforcement Learning Implementations},
journal = {Journal of Machine Learning Research},
year = {2021},
volume = {22},
number = {268},
pages = {1-8},
url = {http://jmlr.org/papers/v22/20-1364.html}
}
@misc{openai,
title={OpenAI Gym},
author={Greg Brockman and Vicki Cheung and Ludwig Pettersson and Jonas Schneider and John Schulman and Jie Tang and Wojciech Zaremba},
year={2016},
eprint={1606.01540},
archivePrefix={arXiv},
primaryClass={cs.LG}
}
@misc{tensorflow,
title={ {TensorFlow}: Large-Scale Machine Learning on Heterogeneous Systems},
url={https://www.tensorflow.org/},
note={Software available from tensorflow.org},
author={
Mart\'{i}n~Abadi and
Ashish~Agarwal and
Paul~Barham and
Eugene~Brevdo and
Zhifeng~Chen and
Craig~Citro and
Greg~S.~Corrado and
Andy~Davis and
Jeffrey~Dean and
Matthieu~Devin and
Sanjay~Ghemawat and
Ian~Goodfellow and
Andrew~Harp and
Geoffrey~Irving and
Michael~Isard and
Yangqing Jia and
Rafal~Jozefowicz and
Lukasz~Kaiser and
Manjunath~Kudlur and
Josh~Levenberg and
Dandelion~Man\'{e} and
Rajat~Monga and
Sherry~Moore and
Derek~Murray and
Chris~Olah and
Mike~Schuster and
Jonathon~Shlens and
Benoit~Steiner and
Ilya~Sutskever and
Kunal~Talwar and
Paul~Tucker and
Vincent~Vanhoucke and
Vijay~Vasudevan and
Fernanda~Vi\'{e}gas and
Oriol~Vinyals and
Pete~Warden and
Martin~Wattenberg and
Martin~Wicke and
Yuan~Yu and
Xiaoqiang~Zheng},
year={2015},
}
@incollection{pytorch,
title = {PyTorch: An Imperative Style, High-Performance Deep Learning Library},
author = {Paszke, Adam and Gross, Sam and Massa, Francisco and Lerer, Adam and Bradbury, James and Chanan, Gregory and Killeen, Trevor and Lin, Zeming and Gimelshein, Natalia and Antiga, Luca and Desmaison, Alban and Kopf, Andreas and Yang, Edward and DeVito, Zachary and Raison, Martin and Tejani, Alykhan and Chilamkurthy, Sasank and Steiner, Benoit and Fang, Lu and Bai, Junjie and Chintala, Soumith},
booktitle = {Advances in Neural Information Processing Systems 32},
editor = {H. Wallach and H. Larochelle and A. Beygelzimer and F. d\textquotesingle Alch\'{e}-Buc and E. Fox and R. Garnett},
pages = {8024--8035},
year = {2019},
publisher = {Curran Associates, Inc.},
url = {http://papers.neurips.cc/paper/9015-pytorch-an-imperative-style-high-performance-deep-learning-library.pdf}
}
@ARTICLE{scipy,
author = {Virtanen, Pauli and Gommers, Ralf and Oliphant, Travis E. and
Haberland, Matt and Reddy, Tyler and Cournapeau, David and
Burovski, Evgeni and Peterson, Pearu and Weckesser, Warren and
Bright, Jonathan and {van der Walt}, St{\'e}fan J. and
Brett, Matthew and Wilson, Joshua and Millman, K. Jarrod and
Mayorov, Nikolay and Nelson, Andrew R. J. and Jones, Eric and
Kern, Robert and Larson, Eric and Carey, C J and
Polat, {\.I}lhan and Feng, Yu and Moore, Eric W. and
{VanderPlas}, Jake and Laxalde, Denis and Perktold, Josef and
Cimrman, Robert and Henriksen, Ian and Quintero, E. A. and
Harris, Charles R. and Archibald, Anne M. and
Ribeiro, Ant{\^o}nio H. and Pedregosa, Fabian and
{van Mulbregt}, Paul and {SciPy 1.0 Contributors}},
title = {{{SciPy} 1.0: Fundamental Algorithms for Scientific
Computing in Python}},
journal = {Nature Methods},
year = {2020},
volume = {17},
pages = {261--272},
adsurl = {https://rdcu.be/b08Wh},
doi = {10.1038/s41592-019-0686-2},
}
@Article{numpy,
title = {Array programming with {NumPy}},
author = {Charles R. Harris and K. Jarrod Millman and St{\'{e}}fan J.
van der Walt and Ralf Gommers and Pauli Virtanen and David
Cournapeau and Eric Wieser and Julian Taylor and Sebastian
Berg and Nathaniel J. Smith and Robert Kern and Matti Picus
and Stephan Hoyer and Marten H. van Kerkwijk and Matthew
Brett and Allan Haldane and Jaime Fern{\'{a}}ndez del
R{\'{i}}o and Mark Wiebe and Pearu Peterson and Pierre
G{\'{e}}rard-Marchant and Kevin Sheppard and Tyler Reddy and
Warren Weckesser and Hameer Abbasi and Christoph Gohlke and
Travis E. Oliphant},
year = {2020},
month = sep,
journal = {Nature},
volume = {585},
number = {7825},
pages = {357--362},
doi = {10.1038/s41586-020-2649-2},
publisher = {Springer Science and Business Media {LLC}},
url = {https://doi.org/10.1038/s41586-020-2649-2}
}
@inproceedings{pandas,
title={Data structures for statistical computing in python},
author={McKinney, Wes and others},
booktitle={Proceedings of the 9th Python in Science Conference},
volume={445},
pages={51--56},
year={2010},
organization={Austin, TX},
doi={10.25080/Majora-92bf1922-00a}
}
@online{finrl,
title = {AI4Finance-Foundation},
year = 2022,
url = {https://github.com/AI4Finance-Foundation/FinRL},
urldate = {2022-09-30}
}
@online{tensortrade,
title = {tensortrade},
year = 2022,
url = {https://tensortradex.readthedocs.io/en/latest/L},
urldate = {2022-09-30}
}