Zobrazeno 1 - 10
of 27
pro vyhledávání: '"financial trading system"'
Autor:
Rodrigues Pereira, Fabio
Publikováno v:
Rodrigues Pereira, Fabio. Trading Financial Markets Using Reinforcement Learning: Application and Analysis. Master thesis, University of Oslo, 2022
Externí odkaz:
http://hdl.handle.net/10852/95431
https://www.duo.uio.no/bitstream/handle/10852/95431/1/Fabio_Rodrigues_Pereira_masteroppgave.pdf
https://www.duo.uio.no/bitstream/handle/10852/95431/1/Fabio_Rodrigues_Pereira_masteroppgave.pdf
Akademický článek
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Publikováno v:
Università Ca'Foscari Venezia-IRIS
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::6e9c33f84351c3b086a3d2f955f2a142
http://hdl.handle.net/10278/3722054
http://hdl.handle.net/10278/3722054
Autor:
Marco Corazza
Publikováno v:
Progresses in Artificial Intelligence and Neural Systems ISBN: 9789811550928
IIH-MSP (1)
IIH-MSP (1)
In this paper, we consider different financial trading systems (FTSs) based on a Reinforcement Learning (RL) methodology known as Q-Learning (QL). QL is a machine learning method which real-time optimizes its behavior in relation to the responses it
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d3a5edb5cc8ec8f8e4c7b7d849d1ea5
https://doi.org/10.1007/978-981-15-5093-5_31
https://doi.org/10.1007/978-981-15-5093-5_31
Publikováno v:
Progresses in Artificial Intelligence and Neural Systems ISBN: 9789811550928
IIH-MSP (1)
IIH-MSP (1)
When coping with complex global optimization problems, often it is not possible to obtain either analytical or exact solutions. Therefore, one is forced to resort to approximate numerical optimizers. With this aim, several metaheuristics have been pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a66227cc5bbb96e73ebf9e4897f84174
https://doi.org/10.1007/978-981-15-5093-5_27
https://doi.org/10.1007/978-981-15-5093-5_27
Autor:
Marco Corazza, Francesco Bertoluzzo
Publikováno v:
Procedia Economics and Finance. 3:68-77
The construction of automatic Financial Trading Systems (FTSs) is a subject of research of high interest for both academic environment and financial one due to the potential promises by self-learning methodologies and by the increasing power of actua
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e132ec3048337609cfa9c85e7cd82ca8
Autor:
Andrea Sangalli, Marco Corazza
The purpose of this paper is to solve a stochastic control problem consisting of optimizing the management of a trading system. Two model free machine learning algorithms based on Reinforcement Learning method are compared: the Q-Learning and the SAR
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed85e76798d845c2428c9daeaf177faf
http://www.unive.it/media/allegato/DIP/Economia/Working_papers/Working_papers_2015/WP_DSE_corazza_sangalli_15_15.pdf
http://www.unive.it/media/allegato/DIP/Economia/Working_papers/Working_papers_2015/WP_DSE_corazza_sangalli_15_15.pdf
Autor:
Marco Corazza, Francesco Bertoluzzo
The design of financial trading systems (FTSs) is a subject of high interest both for the academic environment and for the professional one due to the promises by machine learning methodologies. In this paper we consider the Reinforcement Learning-ba
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c590ca42bf7ec3a6070303944b88dec8
http://www.unive.it/media/allegato/DIP/Economia/Working_papers/Working_papers_2014/WP_DSE_corazza_bertoluzzo_15_14.pdf
http://www.unive.it/media/allegato/DIP/Economia/Working_papers/Working_papers_2014/WP_DSE_corazza_bertoluzzo_15_14.pdf
Autor:
Marco Corazza, Francesco Bertoluzzo
Publikováno v:
Recent Advances of Neural Network Models and Applications ISBN: 9783319041285
WIRN
WIRN
The construction of automated financial trading systems (FTSs) is a subject of high interest for both the academic environment and the financial one due to the potential promises by self-learning methodologies. In this paper we consider Reinforcement
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d36195d811cfe77c41312231b7c7d52
https://doi.org/10.1007/978-3-319-04129-2_20
https://doi.org/10.1007/978-3-319-04129-2_20