Optimizing Trading Strategies in Quantitative Markets using Multi-Agent Reinforcement Learning

no code implementations • 15 Mar 2023 • Hengxi Zhang, Zhendong Shi, Yuanquan Hu, Wenbo Ding, Ercan E. Kuruoglu, Xiao-Ping Zhang

Quantitative markets are characterized by swift dynamics and abundant uncertainties, making the pursuit of profit-driven stock trading actions inherently challenging.

Decision Making Multi-agent Reinforcement Learning +2