Summary: | 本篇文章使用了增強學習與捲積深度學習結合的DQCN模型製作交易系統,希望藉由此交易系統能自行判斷是否買賣ETF,由於ETF屬於穩定性高且手續費高的衍生性金融商品,所以該系統不即時性的做買賣,採用每二十個開盤日進行一次買賣,並由這20個開盤日進行買賣的預測,希望該系統能最大化我們未來的報酬。
DQN是一種增強學習的模型,並在其中使用深度學習進行動作價值的預測,利用增強學習的自我更新動作價值的機制,再用深度學習強大的學習能力成就了人工智慧,並在其取得良好的成效。 === In this paper, we used DCQN model, which is combined with reinforcement learning and CNN to train a trading system and hope the trading system could judge whether buy or sell ETFs. Since ETFs is a derivative financial good with high stability and related fee, the system does not perform real-time trading and it performs every 20 trading day. The system predicts value of action based on data in the last 20 opening days to maximize our future rewards.
DQN is a reinforcement learning model, using deep learning to predict value of actions in model. Combined with the RL's mechanism, which updates value of actions, and deep learning, which has a strong ability of learning, to finish an artificial intelligence. We got a perfect effect.
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