PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets.
Shuo SunMolei QinXinrun WangBo AnPublished in: CoRR (2023)
Keyphrases
- systematic evaluation
- financial markets
- reinforcement learning
- comprehensive evaluation
- stock market
- stock price
- experimental evaluation
- biomedical text
- risk management
- state space
- technical indicators
- learning algorithm
- optimal policy
- semantic network
- artificial intelligence
- trading systems
- automatic query expansion
- machine learning