Stock Price Forecast Based on Dueling Deep Recurrent Q-network
Author:
Affiliation:
1. Hainan University,School of Information and Communication Engineering,Haikou,China
2. University College London,School of Information and Department of Information Studies,London,UK
3. Central South University,Big Data Institute,Changsha,China
Funder
Hainan University
National Natural Science Foundation of China
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10330801/10331922/10332127.pdf?arnumber=10332127
Reference13 articles.
1. A real time clustering and SVM based price-volatility prediction for optimal trading strategy
2. Applications of Artificial Neural Networks in Financial Economics: A Survey
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4. Deep learning for finance: deep portfolios
5. Reinforcement learning in market games;Piotrowski,2007
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1. A Stock Market Decision-Making Framework Based on CMR-DQN;Applied Sciences;2024-08-06
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