A risk-sensitive stock trading system with the application of reinforcement learning (Q-learning)

• Main Author: Gupta, Shantanu
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: 2017
• Subjects: DRNTU::Engineering::Computer science and engineering
• Online Access: http://hdl.handle.net/10356/70414
• Institution: Nanyang Technological University

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...