Deep Robust Reinforcement Learning for Practical Algorithmic Trading
In algorithmic trading, feature extraction and trading strategy design are two prominent challenges to acquire long-term profits. However, the previously proposed methods rely heavily on domain knowledge to extract handcrafted features and lack an effective way to dynamically adjust the trading stra...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2019-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/8786132/ |