Deep Learning Using Risk-Reward Function for Stock Market Prediction.
Pisut OncharoenPeerapon VateekulPublished in: CSAI/ICIMT (2018)
Keyphrases
- deep learning
- stock market prediction
- reward function
- markov decision processes
- inverse reinforcement learning
- reinforcement learning
- state space
- unsupervised learning
- optimal policy
- machine learning
- multiple agents
- mental models
- state variables
- weakly supervised
- transition probabilities
- empirical mode decomposition
- decision making
- semi supervised
- supervised learning
- generative model
- data mining
- learning strategies
- active learning
- multi agent
- bayesian networks