Latent Segmentation of Stock Trading Strategies Using Multi-Modal Imitation Learning

Latent Segmentation of Stock Trading Strategies Using Multi-Modal Imitation Learning

While exchanges and regulators are able to observe and analyze the individual behavior of financial market participants through access to labeled data, this information is not accessible by other market participants nor by the general public. A key question, then, is whether it is possible to model...

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Bibliographic Details
Main Authors: Iwao Maeda, David deGraw, Michiharu Kitano, Hiroyasu Matsushima, Kiyoshi Izumi, Hiroki Sakaji, Atsuo Kato
Format: Article
Language:English
Published: MDPI AG 2020-10-01
Series:Journal of Risk and Financial Management
Subjects:
neural networks
latent segmentation
imitation learning
Online Access:https://www.mdpi.com/1911-8074/13/11/250

Internet

https://www.mdpi.com/1911-8074/13/11/250

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