Using Reinforcement Learning to Improve a Simple Intra-day Trading System of Taiwan Stock Index Future
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 97 === This thesis applied Q-learning algorithm of reinforcement learning to improve a simple intra-day trading system of Taiwan stock index future. We simulate the performance of the original strategy by back-testing it with historical data. Furthermore, we use histor...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34369847383488676186 |