An intelligent financial portfolio trading strategy using deep Q-learning.
Hyungjun ParkMin Kyu SimDong Gu ChoiPublished in: CoRR (2019)
Keyphrases
- portfolio optimization
- portfolio management
- decision making
- reinforcement learning
- cooperative
- function approximation
- state space
- multi agent
- portfolio selection
- learning algorithm
- stock market
- risk management
- action selection
- investment decisions
- multi agent reinforcement learning
- deep learning
- potential field
- sharpe ratio
- financial data
- problems involving
- optimal policy
- model free
- stock price
- learning rate
- financial markets
- reinforcement learning algorithms
- transaction costs
- fraud detection
- financial crisis
- market data
- policy iteration
- factor analysis
- investment strategies
- bucket brigade