Financial Trading via Reinforcement Learning and Convolutional Neural Networks.
Ka Yeung LamIlya MakarovPublished in: SISY (2023)
Keyphrases
- convolutional neural networks
- reinforcement learning
- financial markets
- trading systems
- foreign exchange
- trading strategies
- financial information
- convolutional network
- stock market
- stock exchange
- financial data
- function approximation
- electronic commerce
- state space
- markov decision processes
- stock price
- stock data
- dow jones
- reinforcement learning algorithms
- decision making
- model free
- exchange rate
- multi agent reinforcement learning
- action selection
- machine learning
- learning process
- supervised learning
- policy search
- non stationary
- transfer learning
- learning problems
- temporal difference
- portfolio selection
- optimal policy
- portfolio optimization
- investment strategies
- learning tasks
- markov decision process
- test bed
- dynamic programming
- learning classifier systems
- multi agent