Deep Direct Reinforcement Learning for Financial Signal Representation and Trading

@article{Deng2017DeepDR,
  title={Deep Direct Reinforcement Learning for Financial Signal Representation and Trading},
  author={Yue Deng and Feng Bao and Youyong Kong and Zhiquan Ren and Qionghai Dai},
  journal={IEEE Transactions on Neural Networks and Learning Systems},
  year={2017},
  volume={28},
  pages={653-664}
}
Can we train the computer to beat experienced traders for financial assert trading? In this paper, we try to address this challenge by introducing a recurrent deep neural network (NN) for real-time financial signal representation and trading. Our model is inspired by two biological-related learning concepts of deep learning (DL) and reinforcement learning (RL). In the framework, the DL part automatically senses the dynamic market condition for informative feature learning. Then, the RL module… CONTINUE READING
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