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Found 2 papers, 1 papers with code
High-performance stock index trading: making effective use of a deep LSTM neural network
We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions.
Using deep Q-learning to understand the tax evasion behavior of risk-averse firms
By doing so, we i) determine the tax evasion behavior expected of the taxpayer entity, ii) calculate the degree of risk aversion of the "average" entity given empirical estimates of tax evasion, and iii) evaluate sample tax policies, in terms of expected revenues.
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