Financial Stock Investment Management Using Deep Learning Algorithm in the Internet of Things

This paper aims to explore a new model to study financial stock investment management (SIM) and obtain excess returns. Consequently, it proposes a financial SIM model using deep Q network (DQN) as reinforcement earning (RL) algorithm and Long Short-Term Memory (LSTM) as deep neural network (DNN). Th...

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Detalles Bibliográficos
Autores principales: Fan, Jianjuan, Peng, Shen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9308509/
https://www.ncbi.nlm.nih.gov/pubmed/35880062
http://dx.doi.org/10.1155/2022/4514300

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9308509/
https://www.ncbi.nlm.nih.gov/pubmed/35880062
http://dx.doi.org/10.1155/2022/4514300

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