Incremental Q-learning Partially Observable Markov Decision Process intraday trading system

Neural network often performed only technical analysis in financial forecasting. Modern traders perform both fundamental and technical analysis to determine their next move. Volatility is a crucial factor considered by traders in deciding what trading signals to perform and determining expected retu...

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Bibliographic Details
Main Author: Goh, Choon Tat.
Other Authors: Quek Hiok Chai
Format: Final Year Project (FYP)
Language:English
Published: 2010
Subjects:
Online Access:http://hdl.handle.net/10356/40070