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- W4288284485 abstract "In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel Markov decision process (MDP) model to capture the financial trading markets. We review and propose various modifications to existing approaches and explore different techniques like the usage of technical indicators, to succinctly capture the market dynamics to model the markets. We then go on to use deep reinforcement learning to enable the agent (the algorithm) to learn how to take profitable trades in any market on its own, while suggesting various methodology changes and leveraging the unique representation of the FMDP (financial MDP) to tackle the primary challenges faced in similar works. Through our experimentation results, we go on to show that our model could be easily extended to two very different financial markets and generates a positively robust performance in all conducted experiments." @default.
- W4288284485 created "2022-07-28" @default.
- W4288284485 creator A5003438319 @default.
- W4288284485 date "2019-07-09" @default.
- W4288284485 modified "2023-09-26" @default.
- W4288284485 title "Capturing Financial markets to apply Deep Reinforcement Learning" @default.
- W4288284485 doi "https://doi.org/10.48550/arxiv.1907.04373" @default.
- W4288284485 hasPublicationYear "2019" @default.
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