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Dynamic stock-decision ensemble strategy based on deep reinforcement learning
In a complex and changeable stock market, it is very important to design a trading agent that can benefit investors. In this paper, we propose two stock trading decision-making methods. First, we propose a nested reinforcement learning (Nested RL) method based on three deep reinforcement learning mo...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9082989/ https://www.ncbi.nlm.nih.gov/pubmed/35572052 http://dx.doi.org/10.1007/s10489-022-03606-0 |