Impact of combinatorial optimization on reinforcement learning for stock trading in financial markets.
Guilherme Dourado SantosKarla Roberta LimaPublished in: SBSI (2024)
Keyphrases
- combinatorial optimization
- stock trading
- financial markets
- stock market
- reinforcement learning
- stock price
- stock exchange
- combinatorial optimization problems
- financial data
- traveling salesman problem
- stock data
- simulated annealing
- metaheuristic
- mathematical programming
- short term
- technical indicators
- optimization problems
- financial time series
- state space
- investment strategies
- neural network
- risk management
- non stationary
- machine learning
- cost function