A Q-learning agent for automated trading in equity stock markets.
Jagdish ChakoleMugdha S. KolheGrishma D. MahapurushAnushka YadavManish P. KurhekarPublished in: Expert Syst. Appl. (2021)
Keyphrases
- stock market
- learning agent
- trading rules
- stock exchange
- stock data
- financial markets
- trading strategies
- stock trading
- foreign exchange
- trading systems
- short term
- reinforcement learning
- solving problems
- stock price
- state space
- financial data
- financial time series
- learning agents
- learning algorithm
- learning capabilities
- learning tasks
- investment strategies
- stock returns
- long term
- garch model
- single agent
- reinforcement learning algorithms
- dynamic environments
- dynamic programming
- market data
- mixed initiative
- knowledge engineering
- multi agent systems
- machine learning