Deep Q-Learning Market Makers in a Multi-Agent Simulated Stock Market.
Oscar Fernández VicenteFernando Fernández RebolloFrancisco Javier García-PoloPublished in: CoRR (2021)
Keyphrases
- stock market
- multi agent
- market prices
- stock price
- reinforcement learning
- short term
- stock exchange
- cooperative
- stock returns
- financial data
- financial time series
- chinese stock market
- listed companies
- trading strategies
- financial markets
- multi agent systems
- trading rules
- single agent
- stock data
- long term
- stock index futures
- foreign exchange
- technical indicators
- stock trading
- investment strategies
- multiple agents
- neural network
- agent oriented
- stock market data
- hong kong
- portfolio optimization