Algorithmic trading using combinational rule vector and deep reinforcement learning.
Zhen HuangNing LiWenliang MeiWenyong GongPublished in: Appl. Soft Comput. (2023)
Keyphrases
- reinforcement learning
- function approximation
- state space
- machine learning
- association rules
- neural network
- feature vectors
- learning process
- learning algorithm
- electronic commerce
- optimal policy
- reinforcement learning algorithms
- production rules
- model free
- temporal difference
- active databases
- financial markets
- stock exchange
- temporal difference learning
- multi agent reinforcement learning