stock trading 썸네일형 리스트형 [Reinforcement Learning in Finance] Intro to RL for Stock Trading Reinforcement Learning for Stock Trading- 주식 포트폴리오의 dynamic optimization을 통한 주식거래- Single stock case: optimal execution- Portfolio problems: optimal investment portfolio, optimal portfolio liquidation, index tracking- one step reward에 cost of trade와 risk penalties를 포함해야한다.- stock position을 state variable로 포함해야한다.- feedback loop 를 market impact로 적용해야한다.- High-dimensional problem, Big Dta problem(.. [Reinforcement Learning in Finance] RL for Stock Trading Topics:- Study applications of Reinforcement Learning for stock trading- Discuss various problems in Quantitative Trading that amount to Reinforcement Learning tasks- Study such problems as optimal portfolio execution, dynamic portfolio management, and index tracking- Develop a simple portfolio model that allows us to address all these problems in the same modeling framework- Explain a RL approa.. 이전 1 다음