H.3. Artificial Intelligence
A Reinforcement Learning-based Encoder-Decoder Framework for Learning Stock Trading Rules

M. Taghian; A. Asadi; R. Safabakhsh

Volume 11, Issue 1 , January 2023, , Pages 103-118

https://doi.org/10.22044/jadm.2023.11979.2347

Abstract
  The quality of the extracted features from a long-term sequence of raw prices of the instruments greatly affects the performance of the trading rules learned by machine learning models. Employing a neural encoder-decoder structure to extract informative features from complex input time-series has proved ...  Read More