Forthcoming Articles

International Journal of Networking and Virtual Organisations

International Journal of Networking and Virtual Organisations (IJNVO)

Forthcoming articles have been peer-reviewed and accepted for publication but are pending final changes, are not yet published and may not appear here in their final order of publication until they are assigned to issues. Therefore, the content conforms to our standards but the presentation (e.g. typesetting and proof-reading) is not necessarily up to the Inderscience standard. Additionally, titles, authors, abstracts and keywords may change before publication. Articles will not be published until the final proofs are validated by their authors.

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International Journal of Networking and Virtual Organisations (One paper in press)

Regular Issues

  • Business Trading Strategy Optimisation and Risk Control Based on Reinforcement Learning   Order a copy of this article
    by Mengrui Bao 
    Abstract: To address the issue of poor strategic robustness caused by non-stationary market dynamics and weak risk control, this paper proposes an option criticism (OC) framework that includes dynamic conditional value at risk (CVaR) constraints. Firstly, this paper uses a sliding window to estimate the tail of the loss distribution, dynamically calculates CVaR, and then embeds a reward function in the form of a Lagrange multiplier to achieve online adjustment of risk constraints. Experiments have shown that the proposed method achieves a cumulative return of 0.33 ? 0.05 and a Sharpe ratio of 0.98 ? 0.12 under high annualised volatility, demonstrating high adaptability to market dynamics and non stationarity; in terms of risk elasticity, the average maximum decline under stress testing conditions is 0.180.22, and the average downward volatility is 0.150.19, indicating stronger risk control under extreme market conditions. This study provides a technical path for intelligent trading systems.
    Keywords: Reinforcement Learning; Business Tradings; CVaR Constraints; Option-Critic Framework; Risk Control.
    DOI: 10.1504/IJNVO.2026.10081245
     

 

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