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题目: 强化学习在金融领域中的应用(二)
主讲人:刘召聪
地点:腾讯会议
时间:2022/5/20 晚上8点30分
简介:1)运用在金融领域的强化学习算法介绍。
2)在强化学习中金融市场环境的搭建。
参考文献:
1, Shin W, Bu S J, Cho S B. Automatic financial trading agent for low-risk portfolio management using deep reinforcement learning[J]. arXiv preprint arXiv:1909.03278, 2019.
2, Bajpai S. Application of deep reinforcement learning for Indian stock trading automation[J]. arXiv preprint arXiv:2106.16088, 2021.
3, Wang H, Yu S. Robo-advising: Enhancing investment with inverse optimization and deep reinforcement learning[C]//2021 20th IEEE International Conference on Machine Learning and Applications (ICMLA). IEEE, 2021: 365-372.
4, Calabuig J M, Falciani H, Sánchez-Pérez E A. Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets[J]. Neurocomputing, 2020, 398: 172-184.
5, Piotrowski E W, Sladkowski J, Szczypinska A. Reinforcement learning in market games[J]. arXiv preprint arXiv:0710.0114, 2007.
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