DRL Trading with CPT Actor and Truncated Quantile Critics
Author:
Affiliation:
1. School of Computer Science and Engineering & Nanyang Business School, Nanyang Technological University, Singapore
2. School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore
Funder
Ministry of Education - Singapore
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3604237.3626886
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4. Marc G Bellemare , Will Dabney , and Rémi Munos . 2017 . A distributional perspective on reinforcement learning . In International conference on machine learning. PMLR, 449–458 . Marc G Bellemare, Will Dabney, and Rémi Munos. 2017. A distributional perspective on reinforcement learning. In International conference on machine learning. PMLR, 449–458.
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