Price Trailing for Financial Trading Using Deep Reinforcement Learning.
Avraam TsantekidisNikolaos PassalisAnastasia-Sotiria ToufaKonstantinos Saitas ZarkiasStergios ChairistanidisAnastasios TefasPublished in: IEEE Trans. Neural Networks Learn. Syst. (2021)
Keyphrases
- reinforcement learning
- financial markets
- trading systems
- foreign exchange
- trading strategies
- financial information
- stock market
- stock price
- state space
- financial data
- stock exchange
- function approximation
- markov decision processes
- dow jones
- reinforcement learning algorithms
- electronic commerce
- decision making
- optimal control
- temporal difference
- portfolio selection
- sharpe ratio
- temporal difference learning
- model free
- risk management
- test bed
- portfolio optimization
- neural network
- learning algorithm
- multi agent reinforcement learning
- deep learning
- optimal policy
- learning agents
- supervised learning
- policy search
- stock data
- market data
- learning problems
- machine learning
- early warning