An application of deep reinforcement learning to algorithmic trading.
Thibaut ThéateDamien ErnstPublished in: Expert Syst. Appl. (2021)
Keyphrases
- reinforcement learning
- function approximation
- state space
- electronic commerce
- reinforcement learning algorithms
- machine learning
- learning algorithm
- model free
- optimal policy
- markov decision processes
- trading strategies
- trading systems
- temporal difference
- action selection
- dynamic programming
- multi agent reinforcement learning
- search space
- financial markets
- stock exchange
- foreign exchange
- robotic control
- autonomous learning
- temporal difference learning
- real time
- futures market
- learning agent
- robot control
- learning process
- information systems
- real world
- data sets