Monte carlo tree search for trading and hedging.

Edoardo Vittori Amarildo Likmeta Marcello Restelli

Published in: ICAIF (2021)

Keyphrases

monte carlo tree search
financial markets
monte carlo
tree search algorithm
evaluation function
bayesian reinforcement learning
stock market
transaction costs
stock price
stock exchange
risk management
monte carlo search
temporal difference
decision making
cost function
game tree
real valued