Reinforcement Learning for Systematic FX Trading.
Gabriel BorrageiroNick FiroozyePaolo BaruccaPublished in: IEEE Access (2022)
Keyphrases
- reinforcement learning
- function approximation
- reinforcement learning algorithms
- learning algorithm
- state space
- optimal policy
- electronic commerce
- multi agent
- optimal control
- robotic control
- trading strategies
- model free
- temporal difference
- supervised learning
- partially observable
- machine learning
- markov decision processes
- neural network
- financial markets
- trading systems
- control policy
- evolutionary algorithm
- trading agents
- multi agent reinforcement learning
- foreign exchange