A multi-agent q-learning framework for optimizing stock trading systems

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 2453, Issue , 2002, Pages 153-162

  Lee, Jae Won ^a   O, Jangmin ^b  

^a Sungshin Women's University   (South Korea)

^b Seoul National University   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION ALGORITHMS; COMMERCE; ELECTRONIC TRADING; EXPERT SYSTEMS; FINANCIAL MARKETS; MACHINE LEARNING; REINFORCEMENT LEARNING; RISK MANAGEMENT;

GLOBAL TRENDS; MULTI-AGENT Q-LEARNING; MULTIPLE AGENTS; Q-LEARNING ALGORITHMS; STOCK TRADING SYSTEM; TRADING STRATEGIES; TRADING SYSTEMS; VALUE APPROXIMATION;

MULTI AGENT SYSTEMS;

EID: 84949746648     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-46146-9_16     Document Type: Conference Paper

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