Improving Deep Reinforcement Learning for Financial Trading Using Neural Network Distillation.
Avraam TsantekidisNikolaos PassalisAnastasios TefasPublished in: MLSP (2020)
Keyphrases
- neural network
- reinforcement learning
- financial markets
- trading systems
- trading strategies
- back propagation
- foreign exchange
- pattern recognition
- function approximation
- financial information
- artificial neural networks
- stock market
- learning algorithm
- self organizing maps
- optimal policy
- electronic commerce
- neural network model
- recurrent neural networks
- state space
- model free
- dow jones
- feed forward neural networks
- temporal difference
- fraud detection
- decision making
- genetic algorithm
- reinforcement learning algorithms
- bp neural network
- software agents
- deep learning
- markov decision processes
- dynamic programming
- investment strategies
- multi agent
- stock data
- neural network is trained