Reinforcement learning in Algorithmic Trading (2024)

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> Theses 8oybem

Bold-Erdene Bayaraa

Bakalářská práce

Reinforcement learning in Algorithmic Trading

Abstract:

This thesis investigates the application of deep reinforcement learning (DRL) for the development of algorithmic trading strategies. Recognizing the limitations of traditional methods that often rely on fixed financial models, this research explores the potential of DRL to learn and adapt directly from market data. The study centers on a comparative analysis of five DRL algorithms (A2C, DDPG, PPO …více

Keywords

Reinforcement Learning Deep Reinforcement Learning Machine Learning Algorithmic Trading

Jazyk práce: angličtina

Datum vytvoření / odevzdání či podání práce:15. 3. 2024

Obhajoba závěrečné práce

  • Vedoucí: Ing. Martin Pelikán, Ph.D.

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BAYARAA, Bold-Erdene. \textit{Reinforcement learning in Algorithmic Trading} [online]. Praha, 2024 [cit. 2024-03-18]. Dostupné z: https://theses.cz/id/8oybem/. Bakalářská práce. Česká zemědělská univerzita v Praze, Provozně ekonomická fakulta. Vedoucí práce Ing. Martin Pelikán, Ph.D.

BAYARAA, Bold-Erdene. <i>Reinforcement learning in Algorithmic Trading</i> [online]. Praha, 2024 [cit. 2024-03-18]. Dostupné z: https://theses.cz/id/8oybem/. Bakalářská práce. Česká zemědělská univerzita v Praze, Provozně ekonomická fakulta. Vedoucí práce Ing. Martin Pelikán, Ph.D.

BAYARAA, Bold-Erdene. Reinforcement learning in Algorithmic Trading [online]. Praha, 2024 [cit. 2024-03-18]. Dostupné z: https://theses.cz/id/8oybem/. Bakalářská práce. Česká zemědělská univerzita v Praze, Provozně ekonomická fakulta. Vedoucí práce Ing. Martin Pelikán, Ph.D.

@misc{Bayaraa2024thesis,
AUTHOR = "Bayaraa, Bold-Erdene",
TITLE = "Reinforcement learning in Algorithmic Trading [online]",
YEAR = "2024 [cit. 2024-03-18]",
TYPE = "Bakalářská práce",
SCHOOL = "Česká zemědělská univerzita v Praze, Provozně ekonomická fakultaPraha",
NOTE = "SUPERVISOR: Ing. Martin Pelikán, Ph.D.",
URL = "https://theses.cz/id/8oybem/",
}

@misc{Bayaraa2024thesis,
AUTHOR = {Bayaraa, Bold-Erdene},
TITLE = {Reinforcement learning in Algorithmic Trading},
YEAR = {2024},
TYPE = {Bakalářská práce},
INSTITUTION = {Česká zemědělská univerzita v Praze, Provozně ekonomická fakulta},
LOCATION = {Praha},
SUPERVISOR = {Ing. Martin Pelikán, Ph.D.},
URL = {https://theses.cz/id/8oybem/},
URL_DATE = {2024-03-18},
}

{{Citace kvalifikační práce| příjmení = Bayaraa| jméno = Bold-Erdene| instituce = Česká zemědělská univerzita v Praze, Provozně ekonomická fakulta| titul = Reinforcement learning in Algorithmic Trading| url = https://theses.cz/id/8oybem/| typ práce = Bakalářská práce| vedoucí = Ing. Martin Pelikán, Ph.D.| rok = 2024| počet stran =| strany =| citace = 2024-03-18| poznámka =| jazyk = }}

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Instituce archivující a zpřístupňující práci: Česká zemědělská univerzita vPraze, Provozně ekonomická fakulta

Česká zemědělská univerzita vPraze

Provozně ekonomická fakulta

Bakalářský studijní program:
Informatics

Práce na příbuzné téma

Seznam prací, které mají shodná klíčová slova.

  • Navigace v neznámém a pevně daném prostředí pomocí deep reinforcement learning algoritmu
    Gabriela HRUBÁ
  • Deep Reinforcement Learning for Decision Neuroscience
    Faizanshaikh Abdulkhalil SHAIKH
  • Grammatikfehlerkorrektur mit Deep Reinforcement Learning
    Raj Kumar RANA
  • Reinforcement Learning pro autonomní parkování
    Martin Kahánek
  • Reinforcement learning s aplikací ve hrách
    Vojtěch Kožuch
  • Algoritmic Crypto Trading Utilizing Rule-Based and Machine Learning Approaches
    Nadzeya Torunlar
  • Application of machine learning in capital markets trading
    Jan Jouda
  • Machine Learning Strategies in Electronic Trading
    Petr Huf

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Theses 8oybem 8oybem/2

16. 3. 2024

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thesis zaverecna_prace.pdf_

Mach, J.

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