15 search results - page 1 / 3 » Making Financial Trading by Recurrent Reinforcement Learning |
KES
2007
Springer
13 years 11 months ago
2007
Springer
In this paper we propose a financial trading system whose strategy is developed by means of an artificial neural network approach based on a recurrent reinforcement learning algo...
ICML
2006
IEEE
14 years 5 months ago
2006
IEEE
We present the first large-scale empirical application of reinforcement learning to the important problem of optimized trade execution in modern financial markets. Our experiments...
AIIDE
2008
13 years 7 months ago
2008
As massively multi-player gaming environments become more detailed, developing agents to populate these virtual worlds as capable non-player characters poses an increasingly compl...
ACMICEC
2007
ACM
13 years 9 months ago
2007
ACM
This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...
ISADS
1999
IEEE
13 years 9 months ago
1999
IEEE
We believe that communication in multi-agent system has two major meanings. One of them is to transmit one agent's observed information to the other. The other meaning is to ...