Improving Generalization in Reinforcement Learning-Based Trading by Using a Generative Adversarial Market Model

Keyphrases

• Learning-based 100%
• Reinforcement Learning 100%
• Market Model 100%
• Generative Adversarial Model 100%
• Generalization in Reinforcement Learning 100%
• Financial Markets 50%
• Virtual Market 50%
• Market Behavior 50%
• Interactive Training Environment 50%
• Artificial Intelligence 25%
• Causal Relationship 25%
• Training Set 25%
• Markov Decision Process 25%
• Optimization Framework 25%
• Matching System 25%
• Portfolio Performance 25%
• Historical Prices 25%
• Portfolio Optimization 25%
• Market Impact 25%
• Generative Models 25%
• Price Data 25%
• Portfolio Management 25%
• Interaction Process 25%
• Limit Order Book 25%
• Generalization Strategies 25%
• Ordering Behavior 25%
• Poor Generalization 25%
• GAN Model 25%

Computer Science

• Reinforcement Learning 100%
• Training Environment 60%
• Experimental Result 20%
• Causal Relationship 20%
• Optimization Framework 20%
• Generative Model 20%
• Markov Decision Process 20%
• Portfolio Management 20%
• Interaction Process 20%
• Adversarial Model 20%
• Artificial Intelligence 20%