The application of random forest and Deep reinforcement learning in TAIEX future trading strategies

碩士 === 國立政治大學 === 金融學系 === 107 === In recent years, there are many researches have tried to build trading strategies by different machine learning algorithms and achieved good results. In this paper, we use random forest and deep reinforcement learning which belong two branch of machine learning to...

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Bibliographic Details
Main Authors: Yeh, Fong-Ming, 葉峰銘
Other Authors: 陳威光
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/3b4n8p