強化学習を用いた金融市場取引戦略分析システムの試作
2008 年 2008 巻 FIN-001 号 p. 03-
詳細
2008 年 2008 巻 FIN-001 号 p. 03-
This paper describes a prototype of financial trading strategy analysis system. It uses reinforcement learning to acquire a trading strategy and visualize the strategy. We illustrate how to use this system using an example for trading in the Japanese government bond market.
