Deep Reinforcement Learning Approach Using Customized Technical Indicators for A Pre-emerging Market: A Case Study of Vietnamese Stock Market.
Hoang-Thi Nguyen NguyenBao-Ngoc Nguyen MacAnh-Duy TranNgoc-Thao NguyenDuc-Thinh PhamPublished in: RIVF (2022)
Keyphrases
- technical indicators
- stock market
- reinforcement learning
- stock price
- financial time series
- foreign exchange
- financial markets
- stock exchange
- financial data
- market prices
- trading systems
- stock market data
- short term
- stock returns
- trading rules
- stock data
- data mining
- chinese stock market
- listed companies
- stock index futures
- state space
- portfolio optimization
- stock trading
- test bed
- long term
- garch model
- machine learning
- market data
- trading strategies
- exchange rate
- optimal policy