Trading Switching Setup Based on Reinforcement Learning Applied to a Multiagent System Simulation of Financial Markets.
Michel C. R. LelesElton Felipe SbruzziJosé M. P. de OliveiraCairo L. Nascimento Jr.Published in: SysCon (2019)
Keyphrases
- financial markets
- multiagent systems
- reinforcement learning
- multi agent
- market data
- stock market
- agent based modeling
- trading systems
- trading rules
- technical indicators
- stock price
- state space
- trading strategies
- multiagent learning
- multiagent architecture
- markov decision processes
- agent based models
- portfolio selection
- mobile robot
- robotic soccer
- cooperative
- feature selection
- learning algorithm