A risk-sensitive stock trading system with the application of reinforcement learning (Q-learning)
The aim of this research project is to develop a stock trading system using reinforcement learning (RL) techniques. The characteristic that sets this trading system apart from existing works is the fact that in addition to being profit-maximizing, it is also risk-sensitive. It allows for the preferr...
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| Format: | Final Year Project |
| Language: | English |
| Published: |
2017
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| Online Access: | http://hdl.handle.net/10356/70414 |
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| Institution: | Nanyang Technological University |
| Language: | English |