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You're reading from  Deep Reinforcement Learning Hands-On. - Second Edition

Product typeBook
Published inJan 2020
Reading LevelIntermediate
PublisherPackt
ISBN-139781838826994
Edition2nd Edition
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Author (1)
Maxim Lapan
Maxim Lapan
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Maxim Lapan

Maxim has been working as a software developer for more than 20 years and was involved in various areas: distributed scientific computing, distributed systems and big data processing. Since 2014 he is actively using machine and deep learning to solve practical industrial tasks, such as NLP problems, RL for web crawling and web pages analysis. He has been living in Germany with his family.
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Things to try

As already mentioned, financial markets are large and complicated. The methods that we've tried are just the very beginning. Using RL to create a complete and profitable trading strategy is a large project, which can take several months of dedicated labor. However, there are things that we can try to get a better understanding of the topic:

  • Our data representation is definitely not perfect. We don't take into account significant price levels (support and resistance), round price values, and others. Incorporating them into the observation could be a challenging problem.
  • Market prices are usually analyzed at different timeframes. Low-level data like one-minute bars are noisy (as they include lots of small price movements caused by individual trades), and it is like looking at the market using a microscope. At larger scales, such as one-hour or one-day bars, you can see large, long trends in data movement, which could be extremely important for price...
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Deep Reinforcement Learning Hands-On. - Second Edition
Published in: Jan 2020Publisher: PacktISBN-13: 9781838826994

Author (1)

author image
Maxim Lapan

Maxim has been working as a software developer for more than 20 years and was involved in various areas: distributed scientific computing, distributed systems and big data processing. Since 2014 he is actively using machine and deep learning to solve practical industrial tasks, such as NLP problems, RL for web crawling and web pages analysis. He has been living in Germany with his family.
Read more about Maxim Lapan