Reinforcement Learning for Automated Financial Trading: Basics and Applications.
Francesco BertoluzzoMarco CorazzaPublished in: WIRN (2013)
Keyphrases
- reinforcement learning
- financial markets
- trading systems
- foreign exchange
- financial information
- function approximation
- trading strategies
- stock market
- model free
- state space
- optimal policy
- semi automated
- fully automated
- website
- reinforcement learning algorithms
- temporal difference
- stock price
- portfolio selection
- computer aided
- dynamic programming
- electronic commerce
- robotic control
- data sets
- temporal difference learning
- easy to follow
- advanced features
- dow jones
- multi agent reinforcement learning
- stock exchange
- optimal control
- risk management
- markov decision processes
- transfer learning
- learning algorithm
- machine learning
- data mining