{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,5,14]],"date-time":"2025-05-14T09:48:39Z","timestamp":1747216119689,"version":"3.40.5"},"reference-count":0,"publisher":"IOS Press","isbn-type":[{"type":"print","value":"9781643684482"},{"type":"electronic","value":"9781643684499"}],"license":[{"start":{"date-parts":[[2023,10,19]],"date-time":"2023-10-19T00:00:00Z","timestamp":1697673600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by-nc\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023,10,19]]},"abstract":"<jats:p>This study evaluates Reinforcement Learning (RL) techniques for financial trading during unpredictable market conditions, such as black swan events. Three experiments were conducted: one where the algorithms were trained and tested over the same period; another where they were trained and tested over different periods; and the final one where they were trained over a certain period and then tested during a period that included a black swan event (the market crash of March 2020). Results show that RL methods outperform traditional strategies in the in-sample period, but struggle to adapt during the black swan event. The results show the potential of RL techniques in financial trading with the right approach.<\/jats:p>","DOI":"10.3233\/faia230667","type":"book-chapter","created":{"date-parts":[[2023,10,23]],"date-time":"2023-10-23T08:14:23Z","timestamp":1698048863000},"source":"Crossref","is-referenced-by-count":0,"title":["Navigating Black Swan Events in Algorithmic Trading: A Reinforcement Learning Perspective"],"prefix":"10.3233","author":[{"ORCID":"https:\/\/orcid.org\/0009-0000-1877-5902","authenticated-orcid":false,"given":"Fernando","family":"Villamar\u00edn D\u00edaz","sequence":"first","affiliation":[{"name":"HER \u2013 Human-Environment Research Group, La Salle \u2013 Universitat Ramon Llull, Barcelona, Spain, Quatre Camins, 30, 08022 Barcelona, Spain"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-8265-3651","authenticated-orcid":false,"given":"Carlos","family":"Guerrero-Mosquera","sequence":"additional","affiliation":[{"name":"HER \u2013 Human-Environment Research Group, La Salle \u2013 Universitat Ramon Llull, Barcelona, Spain, Quatre Camins, 30, 08022 Barcelona, Spain"}]}],"member":"7437","container-title":["Frontiers in Artificial Intelligence and Applications","Artificial Intelligence Research and Development"],"original-title":[],"link":[{"URL":"https:\/\/ebooks.iospress.nl\/pdf\/doi\/10.3233\/FAIA230667","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,10,23]],"date-time":"2023-10-23T08:14:24Z","timestamp":1698048864000},"score":1,"resource":{"primary":{"URL":"https:\/\/ebooks.iospress.nl\/doi\/10.3233\/FAIA230667"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,10,19]]},"ISBN":["9781643684482","9781643684499"],"references-count":0,"URL":"https:\/\/doi.org\/10.3233\/faia230667","relation":{},"ISSN":["0922-6389","1879-8314"],"issn-type":[{"type":"print","value":"0922-6389"},{"type":"electronic","value":"1879-8314"}],"subject":[],"published":{"date-parts":[[2023,10,19]]}}}