Optimizing Automated Trading Systems with Deep Reinforcement Learning

In this paper, we propose a novel approach to optimize parameters for strategies in automated trading systems. Based on the framework of Reinforcement learning, our work includes the development of a learning environment, state representation, reward function, and learning algorithm for the cryptocu...

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Bibliographic Details
Main Authors: Minh Tran, Duc Pham-Hi, Marc Bui
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/16/1/23