The financial market is a particularly challenging playground for deep reinforcement learning due to its unique feature of dynamic datasets. Building high-
Trading Simulator – Trading Equity Options: • Trading simple option strategies (straddles, strangles, spreads) • Delta, Gamma, Vega hedging in a moving market • Speculative trading in volatility and the underlying Monte Carlo and Finite Differences: • The justification for pricing by Monte...
在所有CSPs上表现出色。特别是在由技术股组成的CSP1股票池中，EarnMore的盈利能力明显高于其他方法。在...
The linear program can either be solved at each time step or if this option is not feasible (e.g. due to computation time constraints) with regular periods or intermittently (e.g. when the budget of a campaign is met). In the latter case, the resulting allocation is used to determine ...
Additionally, this multi-tiered structure allows for the option of running the interface on a separate JVM from the lower tiers of the simulator. The speed of each simulation run depends on the number of buyers, and as more buyers are added to the simulator, the simulation time increases ...
(1998) describe a successful early attempt to replace all lecturing with computer-aided learning. Remote delivery of courses also became a viable option because of the advent of the WWW. For example, Petre and Price (1997) report on their experiences conducting electronic tutorials for computing ...
This option, although the most desirable, is also the toughest, because it likely requires an in-depth understanding for the real reasons behind the sensitivity of current RL algorithms, which has so far proven elusive. The second challenge to reliable and stable learning is local optima and ...
Stock Trading Task We select the 30 constituent stocks in Dow Jones Industrial Average (DJIA), accessed at the beginning of our testing period. We use theProximal Policy Optimization (PPO)algorithm ofElegantRL,Stable-baselines3andRLlib, respectively, to train agents and use the DJIA index as the...
There is also the option of loading in many time series, and this can be achieved by selecting ‘Open Metafile’, and choosing a file that lists all the files to the time series that need to be loaded. It is assumed that all the files are found in the same folder as the Metafile. ...
in addition to the SG and smart meters, which are required for receiving real-time energy data. Then, we investigate how the various SG, IoT, and ML components integrate and operate using a simple architecture with layers organized into entities that communicate with one another via connections....