Developing an Optimal Financial Trading System Using Artificial Intelligent Techniques


Abstract in English

In this paper, it has merged two techniques of the artificial intelligent, they are the ants colony optimization algorithm and the genetic algorithm, to The recurrent reinforcement learning trading system optimization. The proposed trading system is based on an ant colony optimization algorithm and the genetic algorithm to select an optimal group of technical indicators, and fundamental indicators.

References used

J. Moody and M. Saffell, “Reinforcement Learning for Trading Systems and Portfolios,” Kdd, pp. 279–283, 1998
G. Molina, “Stock Trading with Recurrent Reinforcement Learning ( RRL ),” Direct
J. Cumming and L. Dickens, “An Investigation into the Use of Reinforcement Learning Techniques within the Algorithmic Trading Domain,” 2015

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