An intelligent stock trading system based on reinforcement learning

IEICE Transactions on Information and Systems

Volumn E86-D, Issue 2, 2003, Pages 296-305

  Won Lee, Jae ^a   Kim, Sung Dong ^b   Lee, Jongwoo ^c   Chae, Jinseok ^d  

^a Sungshin Women's University   (South Korea)

^b Hansung University   (South Korea)

^c Kwangwoon University   (South Korea)

^d SolarLight Ltd   (South Korea)

Author keywords

Multiple agents; Neural network; Reinforcement learning; Stock selection; TD algorithm

Indexed keywords

ALGORITHMS; FEEDFORWARD NEURAL NETWORKS; LEARNING SYSTEMS; MARKOV PROCESSES; RISK MANAGEMENT;

STOCK TRADING SYSTEMS;

INFORMATION ANALYSIS;

EID: 0038719209     PISSN: 09168532     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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