Synthetic Data Augmentation for Deep Reinforcement Learning in Financial Trading.
Chunli LiuCarmine VentreMaria PolukarovPublished in: ICAIF (2022)
Keyphrases
- learning process
- synthetic data
- reinforcement learning
- financial markets
- trading systems
- foreign exchange
- trading strategies
- financial information
- learning algorithm
- stock market
- data sets
- dow jones
- real world
- real image data
- stock exchange
- state space
- function approximation
- temporal difference
- financial data
- sharpe ratio
- stock price
- optimal control
- risk management
- test bed
- markov decision processes
- optimal policy
- model free
- mri data
- exchange rate
- portfolio optimization
- dynamic programming
- decision making
- fraud detection
- trading agents
- investment strategies
- supervised learning