Corpus ID: 237491499

Financial Trading with Feature Preprocessing and Recurrent Reinforcement Learning

@inproceedings{Li2021FinancialTW,
  title={Financial Trading with Feature Preprocessing and Recurrent Reinforcement Learning},
  author={Lin Li},
  year={2021}
}
  • Lin Li
  • Published 11 September 2021
  • Economics
Financial trading aims to build profitable strategies to make wise investment decisions in the financial market. It has attracted interests in the machine learning community for a long time. This paper proposes to trade financial assets automatically using feature preprocessing skills and Recurrent Reinforcement Learning (RRL) algorithm. The strategy starts from technical indicators extracted from assets’ market information. Then these technical indicators are preprocessed by Principal… Expand

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