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
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;
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
DOI :
10.1109/CIFER.1999.771128
