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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| Format: | Final Year Project |
| Language: | English |
| Published: |
2018
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| Online Access: | http://hdl.handle.net/10356/76214 |
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| Institution: | Nanyang Technological University |
| Language: | English |