Single stock trading with deep reinforcement learning: A comparative study-Reference-Cited by-同舟云学术

Single stock trading with deep reinforcement learning: A comparative study

Published:2022-02-18 Issue: Volume: Page:
ISSN:
Container-title:2022 14th International Conference on Machine Learning and Computing (ICMLC)
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Author:

GE Jun¹,QIN Yuanqi¹,Li Yaling¹,Huang yanjia²,Hu Hao³

Affiliation:

1. Research Center for Intelligent Social Governance, Zhejiang lab, China

2. School of Mathematics, Xi'an Jiaotong-Liverpool University, China

3. School of Engineering, Westlake University, China

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3529836.3529857

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3. Jo U , Jo T , Kim W , Cooperative Multi -agent Reinforcement Learning Framework for Scalping Trading[J]. Computer Science , 2019 , 03 ( 31 ): 041 - 045 . Jo U,Jo T,Kim W,et al. Cooperative Multi-agent Reinforcement Learning Framework for Scalping Trading[J].Computer Science, 2019,03(31):041-045.

4. Jiang Z , Xu D , Liang J . A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem[J] . Quantitative Finance , 2017 .06(30): 59 - 63 . Jiang Z,Xu D,Liang J . A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem[J]. Quantitative Finance, 2017.06(30):59-63.

5. A Multiagent Approach to $Q$-Learning for Daily Stock Trading

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