Algorithmic Currency Trading Based on Reinforcement Learning Combining Action Shaping and Advantage Function Shaping

Hongyong Sun, Nan Sang, Jia Wu 0005, Chen Wang. Algorithmic Currency Trading Based on Reinforcement Learning Combining Action Shaping and Advantage Function Shaping. In 31st IEEE International Conference on Tools with Artificial Intelligence, ICTAI 2019, Portland, OR, USA, November 4-6, 2019. pages 1494-1498, IEEE, 2019. [doi]

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