Auto trading
reward function
- https://ai.stackexchange.com/questions/10082/suitable-reward-function-for-trading-buy-and-sell-orders/10912
- https://teddykoker.com/2019/06/trading-with-reinforcement-learning-in-python-part-ii-application/
sharpe ration differential Sharpe ratio
RRL
- https://towardsdatascience.com/recurrent-neural-networks-by-example-in-python-ffd204f99470
- http://cs229.stanford.edu/proj2006/Molina-StockTradingWithRecurrentReinforcementLearning.pdf
- https://raghavgoyal14.github.io/assets/ML_project/Final%20Report.pdf
- https://arxiv.org/pdf/1707.07338.pdf
- https://towardsdatascience.com/using-reinforcement-learning-to-trade-bitcoin-for-massive-profit-b69d0e8f583b
Online learning
Gradiant ascent
Keras
source
- pdf/GDQN-sortino.pdf /!\
- https://www.omergold.com/stockTrading.pdf
- https://www.quandl.com/databases/WIKIP/data
- https://towardsdatascience.com/deep-reinforcement-learning-for-automated-stock-trading-f1dad0126a02
- https://github.com/AminHP/gym-anytrading
- https://towardsdatascience.com/trade-smarter-w-reinforcement-learning-a5e91163f315
- https://towardsdatascience.com/creating-a-custom-openai-gym-environment-for-stock-trading-be532be3910e
- https://stats.stackexchange.com/questions/57244/what-is-recurrent-reinforcement-learning
- https://teddykoker.com/2019/06/trading-with-reinforcement-learning-in-python-part-ii-application/
- https://arxiv.org/pdf/1811.07522.pdf#cite.Data