Deep reinforcement learning applied to a sparse-reward trading environment with intraday data.
Lucas de Azevedo TakaraAndré Alves Portela SantosViviana Cocco MarianiLeandro dos Santos CoelhoPublished in: Expert Syst. Appl. (2024)
Keyphrases
- reinforcement learning
- database
- data analysis
- data sets
- data processing
- high quality
- raw data
- data quality
- sensor data
- synthetic data
- electronic commerce
- knowledge discovery
- image data
- real time
- original data
- missing data
- data points
- probability distribution
- data structure
- training data
- state space
- data sources
- mobile robot
- high dimensional
- historical data
- long run