A comparison among Reinforcement Learning algorithms in financial trading systems
| Autor: | Marco Corazza, Giovanni Fasano, Gusso, Riccardo, Raffaele Pesenti |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2019 |
| Předmět: |
financial trading system
Italian FTSE Mib stock market Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie Reinforcement Learning SARSA Q-Learning Greedy-GQ financial trading system Italian FTSE Mib stock market Greedy-GQ SARSA Settore MAT/09 - Ricerca Operativa Reinforcement Learning Q-Learning |
| Zdroj: | Università Ca'Foscari Venezia-IRIS |
| Databáze: | OpenAIRE |
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