Stock movement prediction via gated recurrent unit network based on reinforcement learning with incorporated attention mechanisms.
Hongfeng XuLei ChaiZhiming LuoShaozi LiPublished in: Neurocomputing (2022)
Keyphrases
- reinforcement learning
- prediction accuracy
- prediction algorithm
- prediction error
- prediction model
- stock market
- markov decision processes
- learning algorithm
- function approximation
- feed forward
- learning problems
- multi agent
- machine learning
- state space
- multi agent systems
- optimal control
- action space
- function approximators