Zengeler, Nico; Handmann, Uwe - In: Journal of risk and financial management : JRFM 13 (2020) 4/78, pp. 1-12
We present a deep reinforcement learning framework for an automatic trading of contracts for difference (CfD) on … indices at a high frequency. Our contribution proves that reinforcement learning agents with recurrent long short-term memory … but instead uses a reinforcement learning agent to learn an overall lucrative trading policy. Therefore, we simulate a …