Multi-DQN: An ensemble of Deep Q-learning agents for stock market forecasting

Expert Systems with Applications(2021)

引用 100|浏览167
暂无评分
摘要
•A novel ensembling methodology of RL agents with different training experiences.•Validation of such ensemble in intraday stock market trading.•Different combinations of ensemble decisions in stock markets.•Validation in different markets and periods of trading.•A multi-resolution feature set, which captures data prices at multiple time frames.
更多
查看译文
关键词
Reinforcement learning,TD-learning,Q-learning,Financial signal processing,Neural networks for finance,Trading
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要