Reinforcement Learning for Systematic FX Trading.
Gabriel BorrageiroNick FiroozyePaolo BaruccaPublished in: CoRR (2021)
Keyphrases
- reinforcement learning
- function approximation
- reinforcement learning algorithms
- model free
- qualitative and quantitative
- optimal policy
- learning process
- state space
- robotic control
- reinforcement learning methods
- optimal control
- multi agent
- electronic commerce
- temporal difference
- learning algorithm
- markov decision processes
- dynamic programming
- reward function
- learning capabilities
- financial markets
- markov decision process
- trading systems
- machine learning
- relational reinforcement learning
- real time