Practical Algorithmic Trading Using State Representation Learning and Imitative Reinforcement Learning.
Deog-Yeong ParkKi-Hoon LeePublished in: IEEE Access (2021)
Keyphrases
- reinforcement learning
- learning process
- learning problems
- learning algorithm
- learning systems
- supervised learning
- state space
- prior knowledge
- real world
- markov decision processes
- partially observable
- temporal difference learning
- online learning
- knowledge acquisition
- optimal policy
- multi agent
- model free
- trading systems
- stochastic games
- state action
- reinforcement learning methods
- multi agent reinforcement learning