May 2019
Intermediate to advanced
456 pages
11h 38m
English
You have now seen the theory behind and application of the most useful RL techniques. Yet, RL is a moving field. This book cannot cover all of the current trends that might be interesting to practitioners, but it can highlight some that are particularly useful for practitioners in the financial industry.
Markets, by definition, include many agents. Lowe and others, 2017, Multi-Agent Actor-Critic for Mixed Cooperative-Competitive Environments (see https://arxiv.org/abs/1706.02275), shows that reinforcement learning can be used to train agents that cooperate, compete, and communicate depending on the situation.

Multiple ...