Maeda, Iwao; DeGraw, David; Kitano, Michiharu; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/71, pp. 1-17
this study we propose a framework for training deep reinforcement learning models in agent based artificial price … deep reinforcement learning model with unique task-specific reward function was able to learn a robust investment strategy … your own actions on the market can often be prohibitive when trying to find investment strategies using deep reinforcement …