A tabular sarsa-based stock market agent.
Renato Arantes de OliveiraHeitor Soares Ramos FilhoDaniel Hasan DalipAdriano César Machado PereiraPublished in: ICAIF (2020)
Keyphrases
- stock market
- market prices
- multi agent
- multi agent systems
- short term
- action selection
- single agent
- stock price
- financial data
- trading rules
- multiagent systems
- financial time series
- intelligent agents
- stock index futures
- stock exchange
- reinforcement learning
- listed companies
- financial news
- multiple agents
- autonomous agents
- financial markets
- software agents
- decision making
- stock data
- stock market data
- agent oriented
- learning agent
- garch model
- stock trading
- neural network
- stock returns
- long term
- data mining
- foreign exchange
- trading strategies
- chinese stock market