A Q-learning approach for investment decisions

DOI10.1007/978-3-319-32543-9_18MaRDI QIDQ4606784zbMATH OpenOpenAlexFDO

Authors Martín Varela, Omar Viera, Franco Robledo

Publication date 9 March 2018

Published in Trends in Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-32543-9_18

zbMATH Keywords

artificial intelligence scriptfinanceinvestment decisionsmachine learningmeta-heuristicsportfolio selectionQ-learningreinforcement learningtechnical analysis

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10)

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Cites work

• scientific article; zbMATH DE number 783783 (Why is no real title available?)
• scientific article; zbMATH DE number 2243362 (Why is no real title available?)
• Q-learning and enhanced policy iteration in discounted dynamic programming
• Reinforcement learning algorithms with function approximation: recent advances and applications
• Reinforcement learning. An introduction

Cited in

(3)

• Neuro-dynamic trading methods
• Regime-switching recurrent reinforcement learning for investment decision making
• Learning to profit with discrete investment rules

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