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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Hindawi
2022
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| 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 |