Dynamic stock-decision ensemble strategy based on deep reinforcement learning

Xiaoming Yu; Wenjun Wu; Xingchuang Liao; Yong Han

doi:10.1007/s10489-022-03606-0

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Dynamic stock-decision ensemble strategy based on deep reinforcement learning

Xiaoming Yu Wenjun Wu Xingchuang Liao Yong Han

Year: 2022 Journal: Applied Intelligence Vol: 53 (2)Pages: 2452-2470 Publisher: Springer Science+Business Media

DOI: 10.1007/s10489-022-03606-0

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Keywords:

Reinforcement learning Computer science Sharpe ratio Trading strategy Portfolio Stock market Artificial intelligence Investment strategy Stock (firearms) Operations research Machine learning Econometrics Microeconomics Economics Finance

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Stock Market Forecasting Methods

Social Sciences → Decision Sciences → Management Science and Operations Research

Financial Markets and Investment Strategies

Social Sciences → Economics, Econometrics and Finance → Finance

Energy Load and Power Forecasting

Physical Sciences → Engineering → Electrical and Electronic Engineering

Dynamic stock-decision ensemble strategy based on deep reinforcement learning

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