Synergistic Formulaic Alpha Generation for Quantitative Trading based on Reinforcement Learning.
Hong-Gi ShinSukhyun JeongEui-Yeon KimSungho HongYoung-Jin ChoYong-Hoon ChoiPublished in: CoRR (2024)
Keyphrases
- reinforcement learning
- electronic commerce
- qualitative and quantitative
- machine learning
- learning process
- function approximation
- neural network
- optimal policy
- model free
- stock exchange
- generation process
- financial markets
- reward function
- temporal difference
- action selection
- optimal control
- markov decision processes
- state space
- mobile robot
- dynamic programming
- genetic algorithm