Intraday FX Trading: An Evolutionary Reinforcement Learning Approach.
M. A. H. DempsterYazann S. RomahiPublished in: IDEAL (2002)
Keyphrases
- reinforcement learning
- exchange rate
- foreign exchange
- function approximation
- markov decision processes
- electronic commerce
- optimal policy
- reinforcement learning algorithms
- financial markets
- trading systems
- model free
- temporal difference
- state space
- learning process
- partially observable
- multi agent reinforcement learning
- stock exchange
- temporal difference learning
- robotic control
- supervised learning
- dynamic programming
- multi agent
- machine learning
- fitted q iteration
- electricity markets
- learning problems
- learning algorithm