Hongyang Yang, Xiao-Yang Liu, Shan Zhong, Anwar Walid. Deep reinforcement learning for automated stock trading: an ensemble strategy. In Tucker Balch, editor, ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020. ACM, 2020. [doi]
@inproceedings{YangLZW20-0,
title = {Deep reinforcement learning for automated stock trading: an ensemble strategy},
author = {Hongyang Yang and Xiao-Yang Liu and Shan Zhong and Anwar Walid},
year = {2020},
doi = {10.1145/3383455.3422540},
url = {https://doi.org/10.1145/3383455.3422540},
researchr = {https://researchr.org/publication/YangLZW20-0},
cites = {0},
citedby = {0},
booktitle = {ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020},
editor = {Tucker Balch},
publisher = {ACM},
isbn = {978-1-4503-7584-9},
}