Making Financial Trading by Recurrent Reinforcement Learning.
Francesco BertoluzzoMarco CorazzaPublished in: KES (2) (2007)
Keyphrases
- reinforcement learning
- financial markets
- trading systems
- foreign exchange
- function approximation
- state space
- trading strategies
- financial information
- machine learning
- decision making
- electronic commerce
- feed forward
- dow jones
- model free
- risk management
- stock market
- markov decision processes
- learning algorithm
- temporal difference
- reinforcement learning algorithms
- recurrent neural networks
- reinforcement learning methods
- dynamic programming
- multi agent