Stock trading with cycles: A financial application of ANFIS and reinforcement learning

@article{Tan2011StockTW,
  title={Stock trading with cycles: A financial application of ANFIS and reinforcement learning},
  author={Zhiyong Tan and Hiok Chai Quek and Philip Y. K. Cheng},
  journal={Expert Syst. Appl.},
  year={2011},
  volume={38},
  pages={4741-4755}
}
Research highlights? Reinforcement learning is used to formalize an automated process for determining stock cycles by tuningthe momentum and the average periods. ? The secondary and tertiary trends or short-term wave cycles are eliminated by a smoothing technique. ? The use of reinforcement learning (RL) as a non-arbitrage algorithmic trading system. ? Our study attempts to identify the change of a primary trend or a broad movement. ? Dynamic asset switching based on the detection of peaks and… CONTINUE READING

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