Trading ETFs with Deep Q-Learning Algorithm.
Shao-Yan HongChien-Hung LiuWoei-Kae ChenShingchern D. YouPublished in: ICCE-TW (2020)
Keyphrases
- learning algorithm
- machine learning algorithms
- reinforcement learning
- generalization ability
- training data
- financial markets
- machine learning
- electronic commerce
- back propagation
- active learning
- stock data
- supervised learning
- long term
- learning rate
- learning scheme
- sample complexity
- trading systems
- training samples
- unlabeled data
- classification algorithm
- stock market
- learning problems
- learning rules
- learning environment