TV Pricope - arXiv preprint arXiv:2106.00123, 2021 - arxiv.org
Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be …
Y Deng, F Bao, Y Kong, Z Ren… - IEEE transactions on …, 2016 - ieeexplore.ieee.org
Can we train the computer to beat experienced traders for financial assert trading? In this paper, we try to address this challenge by introducing a recurrent deep neural network (NN) …
The increasing complexity and dynamical property in stock markets are key challenges of the financial industry, in which inflexible trading strategies designed by experienced …
Y Deng, Z Ren, Y Kong, F Bao… - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
Deep learning (DL) is an emerging and powerful paradigm that allows large-scale task- driven feature learning from big data. However, typical DL is a fully deterministic model that …
Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the high-frequency trading …
This paper proposes an innovative tuning approach for fuzzy control systems (CSs) with a reduced parametric sensitivity using the Grey Wolf Optimizer (GWO) algorithm. The CSs …
K Lei, B Zhang, Y Li, M Yang, Y Shen - Expert Systems with Applications, 2020 - Elsevier
Algorithmic trading is a continuous perception and decision making problem, where environment perception requires to learn feature representation from highly nonstationary …
The advent of reinforcement learning (RL) in financial markets is driven by several advantages inherent to this field of artificial intelligence. In particular, RL allows to combine …
Recurrent reinforcement learning (RRL) techniques have been used to optimize asset trading systems and have achieved outstanding results. However, the majority of the …