[4] G. Jeong and H. Y. Kim,Improving fifinancial trading decisions using deepQ-learning: Predicting the number of shares, action strategies, and transfer learning, Expert Systems with Applications, 117 (2019), pp. 125–138. [5] K. Dabérius, E. Granat, and P. Karlsson,Deep execution-...
[1] D. Hendricks and D. Wilcox,A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution, in 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), IEEE, 2014, pp. 457–464. [2] B. Ning, F. H. T. Ling, and ...
This chapter introduces a reinforcement learning approach to option pricing that generalizes the classical Black鈥揝choles model to a data-driven approach using Q-learning. It then presents a probabilistic extension of Q-learning called G-learning and shows how it can be used for dynamic portfolio ...
By the end of this course, students will be able to - Use reinforcement learning to solve classical problems of Finance such as portfolio optimization, optimal trading, and option pricing and risk management. - Practice on valuable examples such as famous Q-learning using financial problems. - ...
This chapter introduces a reinforcement learning approach to option pricing that generalizes the classical Black–Scholes model to a data-driven approach using Q-learning. It then presents a probabilistic extension of Q-learning called G-learning and shows how it can be used for dynamic portfolio ...
► We develop a reinforcement learning (RL) based Q-learning algorithm (QLA). Introduction Traditionally, manufacturers usually do not contact end customers directly, which makes it difficult to influence demands by quoted price for manufactures. Hence, the integration of decisions on pricing and ...
using a delta-hedging strategy is an optimal approach to hedging an option. However, it is well-known that in an environment with transaction costs, the use of the BSM model leads to an inefficient hedging strategy. The goal of this example is to use Reinforcement Learning Toolbox™ to l...
Reinforcement Learning with MATLAB and Simulink Read ebook Related Information Get Started with Reinforcement Learning Onramp Feedback Featured Product Reinforcement Learning Toolbox Request Trial Get Pricing Up Next: Related Videos: What Is Reinforcement Learning? | Reinforcement Learning, Part 1 ...
《awesome-reinforcement-learning-zh》是一个整理了大量强化学习相关资料的资源,涵盖了理论、算法、代码和应用等方面。其中包括经典的强化学习算法,如Q-learning、Deep Q Network(DQN)、Policy Gradient等,以及它们的变体和衍生算法。此外,资源还包括了各种强化学习相关的论文、书籍、教程和在线课程,为学习者提供了丰富...
Another option, if the house already has temperature sensors installed with historical data available, a data-driven statistical or machine learning models could be used to infer the setpoints. Moving to DRL, further analysis and optimization can be carried out considering other factors, such as ...