DocumentCode
2873382
Title
An adaptive critic approach for self-learning stock trading
Author
Liu, Derong ; Kong, Yan ; Luxford, Edward G.
Author_Institution
Dept. of Electr. & Comput. Eng., Stevens Inst. of Technol., Hoboken, NJ, USA
fYear
1999
fDate
1999
Firstpage
271
Lastpage
280
Abstract
The paper describes a stock trading system with self learning capability using adaptive critic designs. The same approach can be formulated for other financial applications such as trading of bonds, options, futures, commodities, and the like
Keywords
adaptive systems; dynamic programming; electronic trading; neural nets; stock markets; adaptive critic approach; adaptive critic designs; bonds; commodities; financial applications; futures; options; self learning capability; self learning stock trading; stock trading system; Adaptive systems; Cost function; Feedforward neural networks; Function approximation; Infinite horizon; Investments; Neural networks; Optimal control; Time varying systems; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence for Financial Engineering, 1999. (CIFEr) Proceedings of the IEEE/IAFE 1999 Conference on
Conference_Location
New York, NY
Print_ISBN
0-7803-5663-2
Type
conf
DOI
10.1109/CIFER.1999.771128
Filename
771128
Link To Document