Performance Tuning of Expert Advisor Programs for Foreign Exchange Trading Using Reinforcement Learning

碩士 === 國立臺灣海洋大學 === 資訊工程學系 === 107 === In this paper two approaches, i.e. “Deep Q Network (DQN) of Deep Reinforcement Learning” and “Deep Residual Network (DRN) of Deep Learning,” are proposed to improve the effectiveness of existing automated trading strategies. The foreign exchange transaction as...

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Bibliographic Details
Main Authors: KUO, CHAO-LUN, 郭兆倫
Other Authors: Cheng, Shyi-Chyi
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/v5em68