A Mean-VaR Based Deep Reinforcement Learning Framework for Practical Algorithmic Trading

Author:

Jin Boyi1ORCID

Affiliation:

1. School of Insurance, Shandong University of Finance and Economic, Jinan, China

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

General Engineering,General Materials Science,General Computer Science,Electrical and Electronic Engineering

Reference57 articles.

1. Deep Reinforcement Learning Based Game-Theoretic Decision-Making for Autonomous Vehicles

2. HATS: A hierarchical graph attention network for stock movement prediction;kim;arXiv 1908 07999,2019

3. Towards topology aware pre-emptive job scheduling with deep reinforcement learning;ryu;Proc 30th Annu Int Conf Comput Sci Softw Eng,2020

4. A Multilayer Feedforward Perceptron Model in Neural Networks for Predicting Stock Market Short-term Trends

5. A very brief introduction to deep reinforcement learning;gil,2017

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