Market Making With Signals Through Deep Reinforcement Learning.
Bruno GasperovZvonko KostanjcarPublished in: IEEE Access (2021)
Keyphrases
- reinforcement learning
- function approximation
- signal processing
- learning process
- model free
- supervised learning
- stock price
- machine learning
- spectral analysis
- reinforcement learning algorithms
- temporal difference
- dynamic programming
- decision making
- multi agent reinforcement learning
- reinforcement learning methods
- foreign exchange
- neural network
- temporal difference learning
- robotic control
- electronic marketplaces
- financial markets
- optimal control
- markov decision processes
- optimal policy
- learning algorithm