Deep Reinforcement Learning Approach for Trading Automation in The Stock Market.
Taylan KabbaniEkrem DumanPublished in: CoRR (2022)
Keyphrases
- stock market
- reinforcement learning
- stock exchange
- trading rules
- stock data
- financial markets
- trading strategies
- stock trading
- trading systems
- trading signals
- foreign exchange
- technical indicators
- stock price
- short term
- stock index
- financial time series
- financial data
- state space
- financial information
- investment strategies
- stock index futures
- transaction costs
- listed companies
- portfolio optimization
- multi agent
- trading agents
- optimal policy
- garch model
- market data
- machine learning
- portfolio selection
- electricity markets
- stock returns
- learning process
- financial news
- learning algorithm