Transformer Actor-Critic with Regularization: Automated Stock Trading using Reinforcement Learning.
Namyeong LeeJun MoonPublished in: AAMAS (2023)
Keyphrases
- actor critic
- stock trading
- reinforcement learning
- temporal difference
- reinforcement learning algorithms
- policy gradient
- approximate dynamic programming
- optimal control
- neuro fuzzy
- gradient method
- function approximation
- stock market
- financial data
- model free
- stock exchange
- policy iteration
- policy gradient methods
- state space
- learning algorithm
- average reward
- fuzzy logic
- markov decision processes
- dynamic programming
- function approximators
- state action
- rl algorithms
- transfer learning
- stock data
- temporal difference learning
- action selection
- supervised learning