Athenarabetaathenara:~$ registry cite papers/finrl-paper
FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance
The originating FinRL paper — a three-layer DRL trading pipeline of market environments, agents, and applications, presented at the NeurIPS 2020 Deep RL Workshop.
added 2026-08-17 · external
$ git clone https://github.com/AI4Finance-Foundation/FinRL@article{finrl-paper, title = {FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance}, author = {Xiao-Yang Liu and Hongyang Yang and Qian Chen and Runjia Zhang and Liuqing Yang and Bowen Xiao and Christina Dan Wang}, year = {2020}, eprint = {2011.09607}, archiveprefix = {arXiv}, note = {Deep Reinforcement Learning Workshop, NeurIPS 2020 (non-archival)}, }
The paper describes a library organized in three layers — market environments, DRL agents, and applications — and frames stock trading as a Markov decision process that models transaction cost, market liquidity, and investor risk aversion. It ships virtual environments built over NASDAQ-100, DJIA, S&P 500, HSI, SSE 50, and CSI 300, together with fine-tuned implementations of DQN, DDPG, PPO, SAC, A2C, and TD3.
It was presented at the Deep Reinforcement Learning Workshop of NeurIPS 2020 on 11 December 2020. Workshop papers there are non-archival: there is no proceedings entry and no publisher DOI behind it, only the workshop’s own accepted-papers listing and the arXiv preprint (arXiv:2011.09607) — cite it as a workshop paper, not as NeurIPS main-conference proceedings. It is also distinct from the later ACM ICAIF 2021 paper “FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance” (arXiv:2111.09395) — a different paper, easily conflated with this one.
The code URL printed in the paper still resolves — it now redirects to AI4Finance-Foundation/FinRL, the MIT-licensed library indexed here, whose last commit is July 2026. The artifact behind this paper is therefore a live project rather than an archived snapshot.
trading [●●●··] moderate ai [●●●●·] advanced programming [●····] none setup [●····] none
describes FinRL
athenara:~$