Modelling stock-market investors as Reinforcement Learning agents.
Alvin PastoreUmberto EspositoEleni VasilakiPublished in: EAIS (2015)
Keyphrases
- stock market
- reinforcement learning agents
- dynamic environments
- short term
- reinforcement learning
- stock price
- financial time series
- trading rules
- financial markets
- stock trading
- state abstraction
- stock exchange
- financial data
- portfolio optimization
- transfer learning
- stock returns
- garch model
- stock data
- stock index futures
- trading systems
- long term
- investment strategies
- text mining
- trading strategies
- learning algorithm
- text categorization