cs.LG, math.OC, q-fin.CP, q-fin.MF, q-fin.TR

Reinforcement Learning for Speculative Trading under Exploratory Framework

arXiv:2604.02035v1 Announce Type: cross
Abstract: We study a speculative trading problem within the exploratory reinforcement learning (RL) framework of Wang et al. [2020]. The problem is formulated as a sequential optimal stopping problem over entry …