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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| 主要作者: | |
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| 其他作者: | |
| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2017
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/70414 |
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| 機構: | Nanyang Technological University |
| 語言: | English |