量化前沿速递：机器学习[20240616]

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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Deep reinforcement learning with positional context for intraday trading 针对盘中交易的位置上下文的深度强化学习 来源:ARXIV_20240613 [2] HARd to Beat HARd要击败 来源:ARXIV_20240613 [1] Deep reinforcement learning with positional context for intraday trading 标题:针对盘中交易的位置上下文的深度强化学习 作者:Sven Goluža, Tomislav Kovačević, Tessa Bauman, Zvonko Kostanjčar 来源:ARXIV_20240613 Abstract : Deep reinforcement learning (DRL) is a well suited approach to financial decision making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use price based features to construct the state space. They neglect the contex ………………………………