System for foreign exchange trading using genetic algorithms and reinforcement learning.
Andrei HryshkoTom DownsPublished in: Int. J. Syst. Sci. (2004)
Keyphrases
- foreign exchange
- expert systems
- reinforcement learning
- exchange rate
- early warning
- function approximation
- decision support system
- state space
- stock market
- knowledge base
- learning algorithm
- reinforcement learning algorithms
- markov decision processes
- model free
- genetic algorithm
- machine learning
- action selection
- optimal control
- dynamic programming
- function approximators
- multi agent
- learning agents
- information retrieval