Skip to Main Content
Machine Learning for Finance
book

Machine Learning for Finance

by James Le, Jannes Klaas
May 2019
Intermediate to advanced content levelIntermediate to advanced
456 pages
11h 38m
English
Packt Publishing
Content preview from Machine Learning for Finance

Frontiers of RL

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.

Multi-agent RL

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.

Multi-agent RL

Multiple ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Machine Learning for Finance

Machine Learning for Finance

Aryan Singh

Publisher Resources

ISBN: 9781789136364Supplemental Content