Time-driven feature-aware jointly deep reinforcement learning for financial signal representation and algorithmic trading.
Kai LeiBing ZhangYu LiMin YangYing ShenPublished in: Expert Syst. Appl. (2020)
Keyphrases
- reinforcement learning
- feature representation
- neural network
- machine learning
- financial markets
- function approximation
- signal processing
- electronic commerce
- trading systems
- state space
- decision making
- supervised learning
- high frequency
- transfer learning
- multi agent
- feature selection
- learning algorithm
- financial data
- foreign exchange
- dissimilarity representation