notesum.ai

Published at November 12

Reinforcement Learning Framework for Quantitative Trading

q-fin.TR

cs.AI

q-fin.CP

Released Date: November 12, 2024

Authors: Alhassan S. Yasin¹, Prabdeep S. Gill

Aff.: ¹Johns Hopkins University

Arxiv: http://arxiv.org/abs/2411.07585v1

Refer to caption

Hyper parameter	Value
Learning Rate	1e-4
Buffer Size	100000
Batch Size	128
Gamma	0.99
Target Update Interval	1000