Reinforcement Learning for Quantitative Trading.
Shuo SunRundong WangBo AnPublished in: ACM Trans. Intell. Syst. Technol. (2023)
Keyphrases
- reinforcement learning
- function approximation
- model free
- stock trading
- learning algorithm
- qualitative and quantitative
- optimal policy
- robotic control
- reinforcement learning methods
- trading systems
- reinforcement learning algorithms
- supervised learning
- multi agent
- state space
- electronic commerce
- foreign exchange
- trading strategies
- learning process
- temporal difference
- real time
- data mining
- stock exchange
- dynamic programming
- learning classifier systems
- quantitative and qualitative
- non stationary
- markov decision processes
- dynamical systems