Incremental Q-learning Partially Observable Markov Decision Process intraday trading system

• Main Author: Goh, Choon Tat.
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: 2010
• Subjects: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• Online Access: http://hdl.handle.net/10356/40070
• Institution: Nanyang Technological University

Neural network often performed only technical analysis in financial forecasting. Modern traders perform both fundamental and technical analysis to determine their next move. Volatility is a crucial factor considered by traders in deciding what trading signals to perform and determining expected retu...