PRUDEX-Compass: Towards systematic evaluation of reinforcement learning in financial markets
The financial markets, which involve more than $90 trillion market capitals, attract the attention of innumerable investors around the world. Recently, reinforcement learning in financial markets (FinRL) has emerged as a promising direction to train agents for making profitable investment decisions....
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2023
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/sis_research/9043 https://ink.library.smu.edu.sg/context/sis_research/article/10046/viewcontent/Prudex_pvoa_cc_by.pdf |
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| Institution: | Singapore Management University |
| Language: | English |