Reinforcement Learning with Expert Trajectory For Quantitative Trading.
Sihang ChenWeiqi LuoChao YuPublished in: CoRR (2021)
Keyphrases
- reinforcement learning
- function approximation
- state space
- electronic commerce
- supervised learning
- model free
- electricity markets
- reinforcement learning algorithms
- transfer learning
- markov decision processes
- expert knowledge
- quantitative and qualitative
- trajectory data
- temporal difference
- human experts
- optimal policy
- machine learning
- foreign exchange
- policy search
- spatio temporal
- learning algorithm