Artigo sobre q-learning e portfólios financeiros.
Neste projeto prentendemos utilizar Q-Learning para criar uma máquina capaz de gerenciar portfolios de criptomoedas (Q-Trader).
Projeto overleaf
Read Link: https://www.overleaf.com/13436608jhcdbzzmhcjz
- Algorithm Trading using Q-Learning and Recurrent Reinforcement Learning
- Agent Inspired Trading Using Recurrent Reinforcement Learning and LSTM Neural Networks
- A Multi-agent Q-learning Framework for Optimizing Stock Trading Systems
- Deep Q-trading
- Reinforcement Learning in Online Stock Trading Systems
- Portfolio Management using Reinforcement Learning
- A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
- Se isso daqui não for o estado da arte, não sei o que é!
- TensorForce: A TensorFlow library for applied reinforcement learning
- QLearning_Trading
- stockgym
- sl-quant
- Trading Gym
- DQN
O cara tem um podcast sensacional sobre Machine Learning e ta desenvolvendo esse algo-trader deep reinforcement learning to automatically buy/sell/hold BTC based on price history. Ele explica tudo nos ultimos episódios do podcast (ta me ajudando muito): http://ocdevel.com/podcasts/machine-learning