Trading financial indices with reinforcement learning agents.
Parag C. PendharkarPatrick CusatisPublished in: Expert Syst. Appl. (2018)
Keyphrases
- reinforcement learning agents
- financial markets
- trading systems
- foreign exchange
- dynamic environments
- trading strategies
- reinforcement learning
- financial information
- investment strategies
- state abstraction
- stock market
- multi agent
- transfer learning
- stock price
- stock exchange
- multi agent environments
- sharpe ratio
- learning algorithm
- financial data
- multi agent systems
- portfolio optimization
- path planning
- exchange rate
- risk management