Analysis of Algorithmic Trading with Q-Learning in the Forex Market

被引：0

作者：

Grover, Aruquipa A. ^{[1
]}

Gabriel, Rojas S. ^{[1
]}

机构：

[1] Univ Catolica Boliviana San Pablo, Ctr Invest, Desarrollo & Innovac Ingn Mecatron, La Paz, Bolivia

来源：

2021 INTERNATIONAL CONFERENCE ON EMERGING SMART COMPUTING AND INFORMATICS (ESCI) | 2021年

关键词：

FOREX; DQN; trading; forecasting; back testing; indicator;

D O I：

10.1109/ESCI50559.2021.9396948

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This work shows an implementation of Deep reinforcement learning in currency pairs for the FOREX currency market, using deep learning techniques combined with reinforced learning, profit is obtained using databases extracted from recent years, the results found are analyzed, such as the loss function, compensation and behavior. of the system.

引用

页码：73 / 77

页数：5

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