Applying Deep Reinforcement Learning to Algorithmic Trading

Applying Deep Reinforcement Learning to Algorithmic Trading

At the moment, there is a large volume of literature on exchange trading. Obviously, every year the mathematical base of work is becoming more complicated along with an increase in computing power, machines can process more metrics from year to year and produce more accurate solutions per unit of ti...

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Bibliographic Details
Main Authors:	Petr Nikitin, Rimma Gorokhova, Sergey Korchagin, Vladimir Krasnikov
Format:	Article
Language:	Russian
Published:	The Fund for Promotion of Internet media, IT education, human development «League Internet Media» 2020-09-01
Series:	Современные информационные технологии и IT-образование
Subjects:	algorithmic trading deep learning reinforcement learning recurrent neural networks lstm model demo example
Online Access:	http://sitito.cs.msu.ru/index.php/SITITO/article/view/664

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