Andrea Sangalli

Independent

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Q-Learning and SARSA: A Comparison between Two Intelligent Stochastic Control Approaches for Financial Trading

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 15/WP/2015
Number of pages: 25 Posted: 17 Jun 2015
Marco Corazza and Andrea Sangalli
Ca Foscari University of Venice - Dipartimento di Economia and Independent
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Abstract:

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Financial trading system, Adaptive Market Hypothesis, model free machine learning, Reinforcement Learning, Q-Learning, SARSA, Italian stock market