Synergistic Formulaic Alpha Generation for Quantitative Trading based on Reinforcement Learning.
Hong-Gi ShinSukhyun JeongEui-Yeon KimSungho HongYoung-Jin ChoYong-Hoon ChoiPublished in: ICOIN (2024)
Keyphrases
- reinforcement learning
- qualitative and quantitative
- reinforcement learning algorithms
- generation process
- electronic commerce
- machine learning
- state space
- function approximation
- quantitative and qualitative
- optimal control
- stock data
- quantitative measures
- long term
- learning process
- temporal difference
- generation method
- temporal difference learning
- learning algorithm
- genetic algorithm