FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning.
Xiao-Yang LiuZiyi XiaJingyang RuiJiechao GaoHongyang YangMing ZhuChristina Dan WangZhaoran WangJian GuoPublished in: NeurIPS (2022)
Keyphrases
- data driven
- reinforcement learning
- stock market
- financial data
- stock price
- financial markets
- decision making
- financial crisis
- stock returns
- foreign exchange
- financial institutions
- state space
- listed companies
- function approximation
- stock exchange
- dynamic environments
- fraud detection
- real world
- policy search
- market share
- robotic control
- markov decision process
- temporal difference
- model free
- learning classifier systems
- optimal policy
- non stationary
- dynamic programming
- multi agent