A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning.
Saud AlmahdiSteve Y. YangPublished in: Expert Syst. Appl. (2019)
Keyphrases
- particle swarm algorithm
- trading systems
- reinforcement learning
- market data
- technical indicators
- investment strategies
- particle swarm
- optimization scheme
- particle swarm optimisation
- job shop scheduling problem
- financial markets
- hybrid algorithm
- stock price
- trading strategies
- portfolio selection
- optimal policy
- decision making
- information retrieval
- portfolio optimization
- optimisation problems
- genetic algorithm
- machine learning
- simulated annealing algorithm
- portfolio management
- premature convergence
- fitness function