Algorithmic Currency Trading Based on Reinforcement Learning Combining Action Shaping and Advantage Function Shaping.
Hongyong SunNan SangJia WuChen WangPublished in: ICTAI (2019)
Keyphrases
- reward shaping
- reinforcement learning
- reinforcement learning algorithms
- complex domains
- state action
- function approximation
- markov decision problems
- function approximators
- machine learning
- state space
- model free
- data sets
- temporal difference
- markov decision processes
- learning algorithm
- action selection
- transition model
- partially observable domains