Using Reinforcement Learning Imitate the Behavior of Institutional Investor in Futures Market
碩士 === 國立雲林科技大學 === 財務金融系 === 106 === Institutional investor is not only the most influential player but also the biggest winner in both stock and future market in Taiwan. We attempt to create a trading strategy that can imitate institutional investor’s trading behavior by reinforcement learning in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2qb57r |