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
收藏
页码：73 / 77
页数：5
相关论文
共 50 条
  • [41] Contextual Q-Learning
    Pinto, Tiago
    Vale, Zita
    [J]. ECAI 2020: 24TH EUROPEAN CONFERENCE ON ARTIFICIAL INTELLIGENCE, 2020, 325 : 2927 - 2928
  • [42] Bayesian Q-learning
    Dearden, R
    Friedman, N
    Russell, S
    [J]. FIFTEENTH NATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE (AAAI-98) AND TENTH CONFERENCE ON INNOVATIVE APPLICATIONS OF ARTIFICAL INTELLIGENCE (IAAI-98) - PROCEEDINGS, 1998, : 761 - 768
  • [43] Zap Q-Learning
    Devraj, Adithya M.
    Meyn, Sean P.
    [J]. ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 30 (NIPS 2017), 2017, 30
  • [44] CVaR Q-Learning
    Stanko, Silvestr
    Macek, Karel
    [J]. COMPUTATIONAL INTELLIGENCE: 11th International Joint Conference, IJCCI 2019, Vienna, Austria, September 17-19, 2019, Revised Selected Papers, 2021, 922 : 333 - 358
  • [45] Fuzzy Q-learning
    Glorennec, PY
    Jouffe, L
    [J]. PROCEEDINGS OF THE SIXTH IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS, VOLS I - III, 1997, : 659 - 662
  • [46] Q-learning automaton
    Qian, F
    Hirata, H
    [J]. IEEE/WIC INTERNATIONAL CONFERENCE ON INTELLIGENT AGENT TECHNOLOGY, PROCEEDINGS, 2003, : 432 - 437
  • [47] Mutual Q-learning
    Reid, Cameron
    Mukhopadhyay, Snehasis
    [J]. 2020 3RD INTERNATIONAL CONFERENCE ON CONTROL AND ROBOTS (ICCR 2020), 2020, : 128 - 133
  • [48] Periodic Q-Learning
    Lee, Donghwan
    He, Niao
    [J]. LEARNING FOR DYNAMICS AND CONTROL, VOL 120, 2020, 120 : 582 - 598
  • [49] The Impact of Algorithmic Trading in a Simulated Asset Market
    Mukerji, Purba
    Chung, Christine
    Walsh, Timothy
    Xiong, Bo
    [J]. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2019, 12 (02)
  • [50] Algorithmic Trading and Market Quality: International Evidence
    Boehmer, Ekkehart
    Fong, Kingsley
    Wu, Juan
    [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 2021, 56 (08) : 2659 - 2688
12345