Trading with confidence: comprehensive uncertainty estimation for reinforcement learning agents

• المؤلف الرئيسي: Li, Lin
• مؤلفون آخرون: Fan Xiuyi
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2025
• الموضوعات: Computer and Information Science; Artificial intelligence; Reinforcement learning; Trading; Uncertainty estimation
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/183967

Reinforcement Learning (RL) has emerged as a powerful approach in financial trad- ing, enabling agents to learn optimal strategies through direct market interaction. However, financial markets are highly uncertain, mainly due to price fluctuations driven by stochastic volatility, model limitations,...