On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers.
Michael Heinrich BaumannPublished in: Eur. J. Control (2023)
Keyphrases
- theoretical foundation
- model free
- stock trading
- reinforcement learning
- impedance control
- reinforcement learning algorithms
- theoretical framework
- stock market
- function approximation
- stock exchange
- temporal difference
- policy iteration
- financial data
- policy evaluation
- data sets
- control strategy
- control system
- optimal control
- stock data
- learning algorithm