Financial Trading as a Game: A Deep Reinforcement Learning Approach.
Chien-Yi HuangPublished in: CoRR (2018)
Keyphrases
- reinforcement learning
- financial markets
- trading systems
- foreign exchange
- trading strategies
- stock market
- function approximation
- financial information
- game playing
- computer games
- temporal difference learning
- video games
- stock exchange
- reinforcement learning algorithms
- game theory
- electronic commerce
- state space
- nash equilibria
- model free
- dow jones
- multi agent
- game play
- game theoretic
- learning algorithm
- serious games
- temporal difference
- educational games
- nash equilibrium
- financial data
- stochastic games
- evaluation function
- optimal policy
- stock data
- stock price
- risk management
- trading agents
- dynamic programming
- monte carlo tree search
- optimal strategy
- decision making