Stock Trading System Using Reinforcement Learning with Cooperative Agents.
Jangmin OJae Won LeeByoung-Tak ZhangPublished in: ICML (2002)
Keyphrases
- trading systems
- cooperative agents
- reinforcement learning
- multi agent
- technical indicators
- cooperative
- stock price
- stock market
- agent programming
- markov decision processes
- reinforcement learning algorithms
- multiagent learning
- state space
- learning capabilities
- financial markets
- optimal policy
- negotiation process
- multiagent systems
- mobile agents
- non stationary
- risk management
- partially observable
- learning algorithm
- knowledge base