Using Reinforcement Learning in the Algorithmic Trading Problem.
Evgeny PonomarevIvan V. OseledetsAndrzej CichockiPublished in: CoRR (2020)
Keyphrases
- reinforcement learning
- function approximation
- electronic commerce
- state space
- markov decision processes
- robotic control
- temporal difference
- reinforcement learning algorithms
- function approximators
- learning process
- financial markets
- multi agent
- machine learning
- stochastic approximation
- model free
- trading strategies
- optimal policy
- database
- supervised learning
- robot control
- evolutionary algorithm
- learning algorithm
- data mining
- multi agent reinforcement learning
- data sets