Multi-DQN: An ensemble of Deep Q-learning agents for stock market forecasting.
Salvatore CartaAnselmo FerreiraAlessandro Sebastian PoddaDiego Reforgiato RecuperoAntonio SannaPublished in: Expert Syst. Appl. (2021)
Keyphrases
- stock market
- short term
- financial time series
- multi agent
- cooperative
- trading strategies
- garch model
- long term
- foreign exchange
- stock index
- action selection
- single agent
- multi agent systems
- technical indicators
- multiple agents
- stock price
- stock exchange
- learning algorithm
- multiagent systems
- trading rules
- financial markets
- stock data
- stock returns
- financial data
- intelligent agents
- reinforcement learning
- forecasting model
- software agents
- stock index futures
- decision making
- resource allocation
- neural network
- stock trading
- financial news
- listed companies
- learning agents
- learning agent
- electronic commerce
- chinese stock market
- stock market data
- optimal policy
- exchange rate