A Multi-objective Deep Reinforcement Learning Approach for Stock Index Future's Intraday Trading.
Weiyu SiJinke LiPeng DingRuonan RaoPublished in: ISCID (2) (2017)
Keyphrases
- multi objective
- stock index
- stock exchange
- reinforcement learning
- financial markets
- stock market
- trading systems
- portfolio management
- garch model
- stock price
- evolutionary algorithm
- stock index futures
- optimization algorithm
- multi objective optimization
- empirical analysis
- short term
- exchange rate
- multiple objectives
- long term
- objective function
- genetic algorithm
- particle swarm optimization
- risk management
- portfolio selection
- theoretical analysis
- state space
- bi objective
- transaction costs
- text classification
- decision making