Reinforcement Learning for automatic financial trading: Introduction and some applications
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- Hyungjun Park & Min Kyu Sim & Dong Gu Choi, 2019. "An intelligent financial portfolio trading strategy using deep Q-learning," Papers 1907.03665, arXiv.org, revised Aug 2019.
- Marco Corazza & Andrea Sangalli, 2015. "Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading," Working Papers 2015:15, Department of Economics, University of Venice "Ca' Foscari", revised 2015.
- Haoqian Li & Thomas Lau, 2019. "Reinforcement Learning: Prediction, Control and Value Function Approximation," Papers 1908.10771, arXiv.org.
- Petrus Strydom, 2017. "Funding optimization for a bank integrating credit and liquidity risk," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-1.
- Zhuoran Xiong & Xiao-Yang Liu & Shan Zhong & Hongyang Yang & Anwar Walid, 2018. "Practical Deep Reinforcement Learning Approach for Stock Trading," Papers 1811.07522, arXiv.org, revised Dec 2018.
- Fischer, Thomas G., 2018. "Reinforcement learning in financial markets - a survey," FAU Discussion Papers in Economics 12/2018, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
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KeywordsFinancial Trading System; Reinforcement Learning; Stochastic control; Q-learning algorithm; Kernel-based Reinforcement Learning.;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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