Deep Reinforcement Learning for Foreign Exchange Trading.
Yun-Cheng TsaiChun-Chieh WangFu-Min SzuKuan-Jen WangPublished in: IEA/AIE (2020)
Keyphrases
- foreign exchange
- reinforcement learning
- exchange rate
- early warning
- stock market
- function approximation
- state space
- reinforcement learning algorithms
- model free
- multi agent
- temporal difference
- learning process
- deep learning
- markov decision processes
- databases
- supervised learning
- machine learning
- action selection
- optimal policy
- learning algorithm
- knowledge base
- reward function
- management system
- function approximators