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Action-specialized expert ensemble trading system with extended discrete action space using deep reinforcement learning

Despite active research on trading systems based on reinforcement learning, the development and performance of research methods require improvements. This study proposes a new action-specialized expert ensemble method consisting of action-specialized expert models designed specifically for each rein...

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Detalles Bibliográficos
Autores principales: Leem, JoonBum, Kim, Ha Young
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7384672/
https://www.ncbi.nlm.nih.gov/pubmed/32716945
http://dx.doi.org/10.1371/journal.pone.0236178