An intelligent financial portfolio trading strategy using deep Q-learning.
Hyungjun ParkMin Kyu SimDong Gu ChoiPublished in: Expert Syst. Appl. (2020)
Keyphrases
- portfolio optimization
- portfolio management
- decision making
- reinforcement learning
- cooperative
- portfolio selection
- function approximation
- financial data
- sharpe ratio
- multi agent
- stock market
- financial markets
- learning algorithm
- investment decisions
- optimal policy
- state space
- financial crisis
- reinforcement learning algorithms
- bi objective
- deep learning
- action selection
- transaction costs
- reinforcement learning methods
- financial services
- potential field
- dynamic programming
- data mining
- problems involving
- factor analysis
- learning rate
- stochastic approximation
- learning tasks
- market data
- genetic algorithm