A novel trading system for the stock market using Deep Q-Network action and instance selection.
Myeongseok ParkJaeyun KimDavid EnkePublished in: Expert Syst. Appl. (2024)
Keyphrases
- stock market
- trading rules
- trading systems
- instance selection
- technical indicators
- stock price
- financial markets
- short term
- stock exchange
- financial time series
- stock index
- investment strategies
- financial data
- trading strategies
- data reduction
- market data
- multiple instance learning
- portfolio optimization
- text classification
- multi class
- nearest neighbor
- information retrieval
- unsupervised learning
- classification accuracy