Optimizing stock market execution costs using reinforcement learning.
Abdulrahman A. AhmedAyman GhoneimMohamed SalehPublished in: SSCI (2020)
Keyphrases
- stock market
- reinforcement learning
- short term
- stock trading
- stock price
- trading rules
- stock exchange
- financial time series
- financial data
- stock index futures
- stock returns
- machine learning
- financial markets
- financial news
- listed companies
- total cost
- state space
- long term
- learning process
- stock market data
- trading systems
- optimal policy
- portfolio optimization
- garch model
- multi agent
- decision making
- learning algorithm