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 (LSTM) networks can learn from recent market history and...
