Equity Trading at the Brazilian Stock Market Using a Q-Learning Based System.
Stefano Giacomazzi DantasDaniel Guerreiro e SilvaPublished in: BRACIS (2018)
Keyphrases
- stock market
- trading rules
- stock data
- stock exchange
- financial markets
- trading strategies
- trading signals
- trading systems
- stock trading
- foreign exchange
- reinforcement learning
- stock index
- multi agent
- technical indicators
- stock price
- financial time series
- short term
- financial data
- learning algorithm
- financial information
- listed companies
- state space
- optimal policy
- investment strategies
- portfolio selection
- financial news
- portfolio optimization
- stock returns
- e government
- empirical studies
- stock index futures