Using a genetic algorithm to improve recurrent reinforcement learning for equity trading
Jin Zhang, Dietmar Maringer
| Year of publication: |
April 2016
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|---|---|
| Authors: | Zhang, Jin ; Maringer, Dietmar G. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 47.2016, 4, p. 551-567
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| Subject: | Artificial intelligence | Algorithmic trading | Recurrent reinforcement learning | Genetic algorithm | Indicator selection | Sharpe ratio | Evolutionärer Algorithmus | Evolutionary algorithm | Lernprozess | Learning process | Künstliche Intelligenz | Wertpapierhandel | Securities trading | Theorie | Theory | Algorithmus | Algorithm | Elektronisches Handelssystem | Electronic trading | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9490-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712464