Deep Reinforcement Learning for Financial Trading Using Price Trailing.
Konstantinos Saitas ZarkiasNikolaos PassalisAvraam TsantekidisAnastasios TefasPublished in: ICASSP (2019)
Keyphrases
- reinforcement learning
- financial markets
- trading systems
- foreign exchange
- trading strategies
- financial information
- stock market
- dow jones
- multi agent
- state space
- function approximation
- stock price
- temporal difference learning
- financial data
- reinforcement learning algorithms
- markov decision processes
- decision making
- machine learning
- multi agent reinforcement learning
- financial crisis
- stock exchange
- portfolio selection
- sharpe ratio
- temporal difference
- action selection
- electronic markets
- electricity markets
- portfolio management
- model free
- optimal policy
- supervised learning
- mobile robot
- dynamic programming
- learning algorithm