Wehrmann, Maximilian; Zengeler, Nico; Handmann, Uwe - In: Journal of risk and financial management : JRFM 14 (2021) 2/54, pp. 1-15
In this paper, we present a study on Reinforcement Learning optimization models for automatic trading, in which we focus on the effects of varying the observation time. Our Reinforcement Learning agents feature a Convolutional Neural Network (CNN) together with Long Short-Term Memory (LSTM) and...
