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LSTM-DDPG for Trading with Variable Positions

In recent years, machine learning for trading has been widely studied. The direction and size of position should be determined in trading decisions based on market conditions. However, there is no research so far that considers variable position sizes in models developed for trading purposes. In thi...

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Detalles Bibliográficos
Autores principales: Jia, Zhichao, Gao, Qiang, Peng, Xiaohong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8512099/
https://www.ncbi.nlm.nih.gov/pubmed/34640890
http://dx.doi.org/10.3390/s21196571