Trading with confidence: comprehensive uncertainty estimation for reinforcement learning agents

• 主要作者: Li, Lin
• 其他作者: Fan Xiuyi
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2025
• 主題: Computer and Information Science; Artificial intelligence; Reinforcement learning; Trading; Uncertainty estimation
• 在線閱讀: 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,...