Work

Deep reinforcement learning applied to a sparse-reward trading environment with intraday data

Year: 2023

Type: article

Source: Expert Systems with Applications

DOI: 10.1016/j.eswa.2023.121897

Authors: Lucas de Azevedo Takara, André Alves Portela Santos, Viviana Cocco Mariani, Leandro dos Santos Coelho

Institutions: Universidade Federal do Paraná, CUNEF Universidad, Pontifícia Universidade Católica do Paraná

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funders: Conselho Nacional de Desenvolvimento Científico e Tecnológico, Fundação Araucária

Awards: G233459217, G4620459758, G656404739, G7818840783

OpenAlex ID: W4387408992

FWCI: 4.807

Cites: 44

Cited by: 33

Related to: 10