Navigating Black Swan Events in Algorithmic Trading: A Reinforcement Learning Perspective.
Fernando Villamarín DíazCarlos Guerrero-MosqueraPublished in: CCIA (2023)
Keyphrases
- reinforcement learning
- event detection
- state space
- machine learning
- optimal policy
- function approximation
- electronic commerce
- learning algorithm
- markov decision processes
- temporal difference
- neural network
- multi agent
- temporal information
- markov decision process
- stock exchange
- robotic control
- event recognition
- black and white
- model free
- human activities
- learning process