A deep Q-learning based algorithmic trading system for commodity futures markets.
Mahdi Massahi Kh.Masoud MahootchiPublished in: Expert Syst. Appl. (2024)
Keyphrases
- trading systems
- financial markets
- technical indicators
- market data
- stock market
- reinforcement learning
- stock price
- trading rules
- trading strategies
- cooperative
- state space
- learning algorithm
- multi agent
- function approximation
- financial forecasting
- risk management
- investment strategies
- action selection
- early warning
- knowledge discovery
- optimal policy
- search engine
- short term
- exchange rate
- genetic programming
- stock exchange
- decision makers
- data warehouse
- decision making