Quantitative Trading on Stock Market Based on Deep Reinforcement Learning.
Jia WuChen WangLidong XiongHongyong SunPublished in: IJCNN (2019)
Keyphrases
- stock market
- reinforcement learning
- trading rules
- stock exchange
- stock data
- financial markets
- trading strategies
- trading systems
- stock trading
- trading signals
- foreign exchange
- short term
- technical indicators
- stock index
- financial data
- stock price
- financial time series
- stock index futures
- financial information
- long term
- multi agent
- financial news
- state space
- trading agents
- investment strategies
- listed companies
- garch model
- portfolio optimization
- market data
- machine learning
- electronic commerce
- chinese stock market
- neural network
- data mining
- learning algorithm
- credit risk
- early warning
- optimal policy