Using Recurrent Reinforcement Learning To Set up Stock Index Futures Trading Strategies
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 100 === This thesis adopts recurrent reinforcement learning (RRL) proposed by Moody and Wu to establish trading strategies for Taiwan Stock Index Futures. RRL system evaluates the performance in terms of cumulative profit by maximizing Sharpe’s ratio during the trainin...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40893633049821401029 |