no code implementations • 1 Nov 2022 • Leonardo Kanashiro Felizardo, Francisco Caio Lima Paiva, Anna Helena Reali Costa, Emilio Del-Moral-Hernandez
The recent achievements and the consequent notoriety of Reinforcement Learning (RL) have also increased its adoption in trading tasks.
1 code implementation • 21 Jul 2022 • Leonardo Kanashiro Felizardo, Elia Matsumoto, Emilio Del-Moral-Hernandez
We employ a data-driven method that uses Monte Carlo simulation to train and test artificial neural networks (ANN) to solve the optimal stopping problem.