Indicator selection for daily equity trading with recurrent reinforcement learning.
Jin ZhangDietmar MaringerPublished in: GECCO (Companion) (2013)
Keyphrases
- reinforcement learning
- electronic commerce
- real time
- selection criteria
- selection algorithm
- markov decision processes
- robotic control
- autonomous learning
- recurrent neural networks
- feed forward
- state space
- learning algorithm
- optimal policy
- supervised learning
- function approximation
- case study
- model free
- temporal difference learning
- reinforcement learning methods
- machine learning
- data sets