Risk adaptive trading using technical indicators and exponential decay

Risk taking behaviours perform much better than risk averse behaviours in rising market conditions, while the inverse is true in falling market conditions. Applying on the stock market, these behaviours can be modelled using risk sensitive rein- forcement learning techniques. These modelled behav...

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Bibliographic Details
Main Author: Kwek, Jing Yang
Other Authors: Quek Hiok Chai
Format: Final Year Project
Language:English
Published: 2018
Subjects:
Online Access:http://hdl.handle.net/10356/76214
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Institution: Nanyang Technological University
Language: English