Meta-reinforcement learning in quantitative trading

• Main Author: Wong, Wei Jie
• Other Authors: Bo An
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2022
• Subjects: Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence; Business::Information technology::Decision-making
• Online Access: https://hdl.handle.net/10356/156538
• Institution: Nanyang Technological University

Over the past decades, deep reinforcement learning has been a phenomenal artificial intelligence topic in complex games such as Atari video games and Go, due to its superhuman performances in tackling sequential problems. Application of deep reinforcement learning has shown some success in the quant...