[논문리뷰] Adaptive stock trading strategies with deep reinforcement learning methods
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Artificial_Intelligence🤖/Reinforcement Learning
Adaptive stock trading strategies with deep reinforcement learning methods Wu, Xing, et al. "Adaptive stock trading strategies with deep reinforcement learning methods." Information Sciences 538 (2020): 142-158. Highlights - Gated Recurrent Unit is proposed to extract informative features from raw financial data. - Reward function is designed with risk-adjusted ratio for trading strategies for s..