Deep Reinforcement Learning for Adaptive Stock Trading
Lei Zhao,
Bowen Deng,
Liang Wu
et al.
Abstract:In this study, the authors explore how financial institutions make decisions about stock trading strategies in a rapidly changing and complex environment. These decisions are made with limited, often inconsistent information and depend on the current and future strategies of both the institution itself and its competitors. They develop a dynamic game model that factors in this imperfect information and the evolving nature of decision-making. To model reward transitions, they utilize a combination of t-Copula s… Show more
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