• Corpus ID: 15749446

Reinforcement Learning for Trading

@inproceedings{Moody1998ReinforcementLF,
  title={Reinforcement Learning for Trading},
  author={John E. Moody and Matthew Saffell},
  booktitle={NIPS},
  year={1998}
}
We propose to train trading systems by optimizing financial objective functions via reinforcement learning. [] Key Result We provide new simulation results that demonstrate the presence of predictability in the monthly S&P 500 Stock Index for the 25 year period 1970 through 1994, as well as a sensitivity analysis that provides economic insight into the trader's structure.

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