专栏名称: 机器学习研究会
机器学习研究会是北京大学大数据与机器学习创新中心旗下的学生组织,旨在构建一个机器学习从事者交流的平台。除了及时分享领域资讯外,协会还会举办各种业界巨头/学术神牛讲座、学术大牛沙龙分享会、real data 创新竞赛等活动。
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【推荐】强化学习算法交易导论

机器学习研究会  · 公众号  · AI  · 2018-02-11 23:12
    

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                                                                                                                                                                                        点击上方 “机器学习研究会” 可以订阅 摘要   转自:爱可可-爱生活 The academic Deep Learning research community has largely stayed away from the financial markets. Maybe that’s because the finance industry has a bad reputation, the problem doesn’t seem interesting from a research perspective, or because data is difficult and expensive to obtain. In this post, I’m going to argue that training Reinforcement Learning agents to trade in the financial (and cryptocurrency) markets can be an extremely interesting research problem. I believe that it has not received enough att ………………………………

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