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About Robust Forex Trading With Deep Q Network (DQN)
This document discusses developing a robust foreign exchange (forex) trading system using deep reinforcement learning (deep Q network or DQN). The goal is to compare the performance of an artificial intelligence (AI) agent to a buy-and-hold strategy and an expert trader using 15 years of forex data from two currency pairs. The findings showed that the AI agent could beat the buy-and-hold strategy and outperform an experienced trader for one of the currency pairs, but not the other. Limitations and opportunities for further research are noted.
Detailed Information
| Author: | ['hamed mokhtari'] |
|---|---|
| Publication Year: | 2023 |
| Pages: | 19 |
| Language: | English |
| Format: | |
| Price: | FREE |
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