MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading

Author:

Cheng Xi,Zhang Jinghao,Zeng Yunan,Xue Wenfang

Publisher

Springer Nature Singapore

Reference30 articles.

1. Chung, J., Gulcehre, C., Cho, K., Bengio, Y.: Empirical evaluation of gated recurrent neural networks on sequence modeling. arXiv preprint arXiv:1412.3555 (2014)

2. Cuturi, M.: Sinkhorn distances: lightspeed computation of optimal transport. In: NIPS, vol. 26 (2013)

3. Deng, Y., Bao, F., Kong, Y., Ren, Z., Dai, Q.: Deep direct reinforcement learning for financial signal representation and trading. IEEE TNNLS 28(3), 653–664 (2016)

4. Fama, E.F., French, K.R.: Multifactor explanations of asset pricing anomalies. J. Financ. 51(1), 55–84 (1996)

5. Fedus, W., Zoph, B., Shazeer, N.: Switch transformers: scaling to trillion parameter models with simple and efficient sparsity. JMLR 23(1), 5232–5270 (2022)

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3