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https://doi.org/10.21256/zhaw-24405| Publication type: | Master thesis |
| Title: | Deep reinforcement learning for trading securities |
| Authors: | Bührer, Fabio |
| Advisors / Reviewers: | Fazlija, Bledar |
| DOI: | 10.21256/zhaw-24405 |
| Extent: | 35 |
| Issue Date: | 2021 |
| Publisher / Ed. Institution: | ZHAW Zürcher Hochschule für Angewandte Wissenschaften |
| Publisher / Ed. Institution: | Winterthur |
| Language: | English |
| Subject (DDC): | 006: Special computer methods 332: Financial economics |
| Abstract: | This study aims at establishing whether deep reinforcement learning techniques are suitable for applications in trading and the effects that some practical aspects such as the security being traded or implementation details have on the performance. The agents interacting with the trading environments consist of variants of a basic deep Q-network algorithm trained and tested on different timeseries of the same length. The entire software implementation is using the Python programming language. |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/24405 |
| License (according to publishing contract): | CC BY-NC-ND 4.0: Attribution - Non commercial - No derivatives 4.0 International |
| Departement: | School of Management and Law |
| Appears in collections: | MSc Banking and Finance |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Fabio_Buehrer_Deep_Reinforcement_Learning_for_Trading_Securities.pdf | 2.56 MB | Adobe PDF |  View/Open |
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Bührer, F. (2021). Deep reinforcement learning for trading securities [Master’s thesis, ZHAW Zürcher Hochschule für Angewandte Wissenschaften]. https://doi.org/10.21256/zhaw-24405
Bührer, F. (2021) Deep reinforcement learning for trading securities. Master’s thesis. ZHAW Zürcher Hochschule für Angewandte Wissenschaften. Available at: https://doi.org/10.21256/zhaw-24405.
F. Bührer, “Deep reinforcement learning for trading securities,” Master’s thesis, ZHAW Zürcher Hochschule für Angewandte Wissenschaften, Winterthur, 2021. doi: 10.21256/zhaw-24405.
BÜHRER, Fabio, 2021. Deep reinforcement learning for trading securities. Master’s thesis. Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften
Bührer, Fabio. 2021. “Deep Reinforcement Learning for Trading Securities.” Master’s thesis, Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften. https://doi.org/10.21256/zhaw-24405.
Bührer, Fabio. Deep Reinforcement Learning for Trading Securities. ZHAW Zürcher Hochschule für Angewandte Wissenschaften, 2021, https://doi.org/10.21256/zhaw-24405.
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