15 search results - page 3 / 3 » Making Financial Trading by Recurrent Reinforcement Learning |
KESAMSTA
2007
Springer
13 years 11 months ago
2007
Springer
: In recent years, market forecasting by machine learning methods has been flourishing. Most existing works use a past market data set, because they assume that each trader’s in...
IWLCS
2001
Springer
13 years 9 months ago
2001
Springer
In previous papers we have described the basic elements for building an economic model consisting of a group of artificial traders functioning and adapting in an environment conta...
CORR
2006
Springer
13 years 5 months ago
2006
Springer
While in general trading off exploration and exploitation in reinforcement learning is hard, under some formulations relatively simple solutions exist. Optimal decision thresholds ...
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
ATAL
2009
Springer
13 years 12 months ago
2009
Springer
In this paper, we study multi-agent economic systems using a recent approach to economic modeling called Agent-based Computational Economics (ACE): the application of the Complex ...