Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market
<strong>Objective</strong><strong>:</strong> Presence of the considerable gap between the time of receiving the buy/sell signals and the beginning of the price change trend provides an appropriate situation for implementation of algorithmic trading systems. Tehran stock excha...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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University of Tehran
2018-03-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_67351_41eeef47f0b95ff625619b273813882c.pdf |