A Forex Trading System Using Evolutionary Reinforcement Learning

Building automated trading systems has long been one of the most cutting-edge and exciting fields in the financial industry. In this research project, we built a trading system based on machine learning methods. We used the Recurrent Reinforcement Learning (RRL) algorithm as our fundamental algorith...

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Bibliographic Details
Main Author: Song, Yupu
Other Authors: Marcel Y. Blais, Advisor
Format: Others
Published: Digital WPI 2017
Subjects:
Online Access:https://digitalcommons.wpi.edu/etd-theses/1240
https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=2239&context=etd-theses