A novel Deep Reinforcement Learning based automated stock trading system using cascaded LSTM networks.
Jie ZouJiashu LouBaohua WangSixue LiuPublished in: Expert Syst. Appl. (2024)
Keyphrases
- trading systems
- reinforcement learning
- technical indicators
- stock price
- stock market
- financial forecasting
- trading rules
- state space
- function approximation
- market data
- network structure
- financial markets
- social networks
- trading strategies
- recurrent neural networks
- information systems
- neural network
- markov decision processes
- non stationary
- investment strategies
- dynamic programming
- expert systems