An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm.
Steve Y. YangYangyang YuSaud AlmahdiPublished in: Expert Syst. Appl. (2018)
Keyphrases
- trading systems
- stock price
- financial markets
- stock market
- technical indicators
- trading rules
- sentiment analysis
- financial forecasting
- sentiment classification
- financial time series
- reinforcement learning
- opinion mining
- stock exchange
- non stationary
- market data
- trading strategies
- long run
- financial data
- portfolio selection
- reward function
- risk management
- short term
- portfolio optimization
- genetic programming
- state space