A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks.
Jie ZouJiashu LouBaohua WangSixue LiuPublished in: CoRR (2022)
Keyphrases
- trading systems
- reinforcement learning
- stock price
- stock market
- technical indicators
- trading rules
- financial forecasting
- market data
- trading strategies
- financial markets
- optimal policy
- social networks
- function approximation
- network structure
- data mining
- case study
- financial time series
- machine learning
- learning algorithm
- historical data
- learning problems
- markov decision processes
- face detection
- state space
- dynamic programming
- data analysis