An Adaptive Box-Normalization Stock Index Trading Strategy Based on Reinforcement Learning.

Yingying Zhu Hui Yang Jianmin Jiang Qiang Huang

Published in: ICONIP (3) (2018)

Keyphrases

reinforcement learning
stock index
stock index futures
stock market
stock exchange
trading systems
garch model
financial markets
state space
stock price
multiresolution
long term