Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach
DOI10.1016/J.JEDC.2010.01.015zbMATH Open1230.91052OpenAlexW1988021444MaRDI QIDQ976531FDOQ976531
Publication date: 11 June 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.01.015
Recommendations
- Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets
- scientific article; zbMATH DE number 1945830
- scientific article; zbMATH DE number 1927176
- Deep differentiable reinforcement learning and optimal trading
- Adaptive stock trading with dynamic asset allocation using reinforcement learning
Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99) Rationality and learning in game theory (91A26) Heterogeneous agent models (91B69)
Cites Work
- Generalized autoregressive conditional heteroscedasticity
- Artificial neural networks: an econometric perspective∗
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Nuisance parameter free properties of correlation integral based statistics
- Multilayer feedforward networks are universal approximators
- Title not available (Why is that?)
- Approximation by superpositions of a sigmoidal function
- Structure identification of fuzzy model
- Application of Fuzzy Logic to Approximate Reasoning Using Linguistic Synthesis
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Title not available (Why is that?)
- On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
- Financial markets as nonlinear adaptive evolutionary systems
- Title not available (Why is that?)
- Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market
- Fuzzy inductive reasoning, expectation formation and the behavior of security prices
- Title not available (Why is that?)
Cited In (9)
- A model for evolution of investors behavior in stock market based on reinforcement learning in network
- Multiple learning mechanisms promote cooperation in public goods games with project selection
- Title not available (Why is that?)
- Title not available (Why is that?)
- Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets
- The heterogeneous expectations hypothesis: Some evidence from the lab
- What is the value of the cross-sectional approach to deep reinforcement learning?
- Separating the signal from the noise -- financial machine learning for Twitter
- Modeling uncertainty in limit order execution
This page was built for publication: Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q976531)
