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Portfolio trading system of digital currencies: A deep reinforcement learning with multidimensional attention gating mechanism.
Liguo Weng
Xudong Sun
Min Xia
Jia Liu
Yiqing Xu
Published in:
Neurocomputing (2020)
Keyphrases
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reinforcement learning
trading systems
market data
technical indicators
investment strategies
trading rules
foreign exchange
machine learning
financial forecasting
function approximation
stock price
financial markets
state space
exchange rate
portfolio selection
transaction costs