Name
Abstract | ||
|---|---|---|
•A novel ensembling methodology of RL agents with different training experiences.•Validation of such ensemble in intraday stock market trading.•Different combinations of ensemble decisions in stock markets.•Validation in different markets and periods of trading.•A multi-resolution feature set, which captures data prices at multiple time frames. |
Year | DOI | Venue |
|---|---|---|
2021 | 10.1016/j.eswa.2020.113820 | Expert Systems with Applications |
Keywords | DocType | Volume |
Reinforcement learning,TD-learning,Q-learning,Financial signal processing,Neural networks for finance,Trading | Journal | 164 |
ISSN | Citations | PageRank |
0957-4174 | 2 | 0.44 |
References | Authors | |
0 | 5 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Salvatore Carta | 1 | 579 | 47.28 |
| Anselmo Castelo Branco Ferreira | 2 | 47 | 5.53 |
| Alessandro Sebastian Podda | 3 | 2 | 0.44 |
| Diego Reforgiato Recupero | 4 | 14 | 11.92 |
| Antonio Sanna | 5 | 2 | 0.44 |