PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets.
Shuo SunMolei QinXinrun WangBo AnPublished in: Trans. Mach. Learn. Res. (2023)
Keyphrases
- systematic evaluation
- financial markets
- reinforcement learning
- comprehensive evaluation
- stock market
- experimental evaluation
- stock price
- biomedical text
- technical indicators
- optimal policy
- state space
- risk management
- automatic query expansion
- investment strategies
- machine learning
- text categorization
- active learning