Q-Learning-Based Financial Trading: Some Results and Comparisons.
Marco CorazzaPublished in: IIH-MSP (1) (2017)
Keyphrases
- financial markets
- trading systems
- foreign exchange
- reinforcement learning
- trading strategies
- financial information
- multi agent
- cooperative
- function approximation
- electronic commerce
- financial data
- stock price
- exchange rate
- stock exchange
- portfolio selection
- model free
- stock market
- state space
- decision making
- sharpe ratio
- stochastic approximation
- reinforcement learning algorithms
- fraud detection
- bucket brigade
- learning algorithm
- policy iteration
- trading agents
- multi agent reinforcement learning
- stock data
- dow jones