ML-QuantSubscribe

RePEcTrading, Microstructure & Execution

Trading with Deep Reinforcement Learning

Deep reinforcement learning applied to trading on financial markets is discussed, including common structures, issues, and limitations of such approaches, as well as state representations critical for success and efficiency.

Featured in No. 4 on 14 Jun 2023 ·

Released
13 Jul 2021
First featured
No. 4 · 14 Jun 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
23
Identifier
RePEc:gam:jdataj:v:6:y:2021:i:11:p:119-:d:680602

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page