A multiagent approach to Q-learning for daily stock trading

IEEE Transactions on Systems, Man, and Cybernetics Part A:Systems and Humans

Volumn 37, Issue 6, 2007, Pages 864-877

  Lee, Jae Won ^a   Park, Jonghun ^b   O, Jangmin ^b,c   Lee, Jongwoo ^d   Hong, Euyseok ^a  

^a Sungshin Women's University   (South Korea)

^b Seoul National University   (South Korea)

^c NHN Corporation   (South Korea)

^d Sookmyung Women's University   (South Korea)

Author keywords

Financial management; Financial prediction; Intelligent multiagent systems; Multi agent systems; Portfolio management; Q learning; Risk management; Stock markets; Stock trading

Indexed keywords

FINANCE; LEARNING ALGORITHMS; PROFITABILITY; REINFORCEMENT LEARNING; RISK MANAGEMENT;

PORTFOLIO MANAGEMENT SYSTEM; STOCK MARKETS; STOCK TRADING;

MULTI AGENT SYSTEMS;

EID: 36349005893     PISSN: 10834427     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSMCA.2007.904825     Document Type: Article

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