Deep Reinforcement Learning for Trading скачать в хорошем качестве

Deep Reinforcement Learning for Trading

Join the Hudson and Thames Reading Group: https://hudsonthames.org/reading-group/ This Friday for our weekly reading group we explored the paper: "Deep Reinforcement Learning for Trading”. The authors adopt Deep Reinforcement Learning(RL) algorithms for designing trading strategies in continuous futures contracts. These algorithms outperform classical time series momentum strategies, delivering positive profits despite heavy transaction costs. Join us to explore the connection between modern portfolio theory and the RL reward hypothesis, as we discuss three RL algorithms and their performance in different asset classes.