Foundations of Reinforcement Learning with Applications in Finance

DOI10.1201/9781003229193OpenAlexW4306822038MaRDI QIDQ5877491FDOQ5877491

Authors: Ashwin Rao, Tikhon Jelvis 

Publication date: 13 February 2023

Full work available at URL: https://doi.org/10.1201/9781003229193

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Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to computer science (68-01) Financial applications of other theories (91G80)

Cited In (8)

• Recent advances in reinforcement learning in finance
• Reinforcement learning and stochastic optimisation
• Machine learning in finance. From theory to practice
• Learning to profit with discrete investment rules
• An introduction to machine learning in quantitative finance
• Using Python to analyse financial markets
• RL-book
• Reinforcement learning. Theory and Python implementation

Uses Software

• Python

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