Modelling Stock-market Investors as Reinforcement Learning Agents [Correction].
Alvin PastoreUmberto EspositoEleni VasilakiPublished in: CoRR (2016)
Keyphrases
- stock market
- reinforcement learning agents
- dynamic environments
- short term
- reinforcement learning
- financial time series
- stock exchange
- trading rules
- stock price
- financial markets
- multi agent
- long term
- state abstraction
- stock trading
- financial data
- transfer learning
- stock data
- stock index futures
- financial news
- portfolio optimization
- multi agent environments
- market prices
- data mining
- chinese stock market
- multi agent systems
- dynamic programming
- stock returns