Reinforcement Learning for Trading Systems and Portfolios.
John E. MoodyMatthew SaffellPublished in: KDD (1998)
Keyphrases
- trading systems
- reinforcement learning
- technical indicators
- financial forecasting
- investment strategies
- financial markets
- stock market
- portfolio selection
- reinforcement learning algorithms
- trading strategies
- function approximation
- learning algorithm
- dynamic programming
- portfolio optimization
- state space
- market data
- multi agent
- transaction costs
- machine learning
- stock price
- data mining
- optimal policy
- artificial intelligence
- temporal difference
- model free
- risk management
- text categorization
- genetic programming
- image classification
- portfolio assessment