Maeda, Iwao; DeGraw, David; Kitano, Michiharu; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/71, pp. 1-17
learning. One way to overcome these limitations is to augment real market data with agent based artificial market simulation …Prediction of financial market data with deep learning models has achieved some level of recent success. However … this study we propose a framework for training deep reinforcement learning models in agent based artificial price …