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Finance and Financial Management Commons™
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Full-Text Articles in Finance and Financial Management
Investigation Into A Practical Application Of Reinforcement Learning For The Stock Market, Philip Traxler, Sadik Aman, Will Rogers, Allyn Okun
Investigation Into A Practical Application Of Reinforcement Learning For The Stock Market, Philip Traxler, Sadik Aman, Will Rogers, Allyn Okun
SMU Data Science Review
A major problem of the financial industry is the ability to adapt their trading strategies at the same rate the market evolves. This paper proposes a solution using existing Reinforcement Learning libraries to help find new strategies at a practical scale. Using a wide domain of ticker symbols, an algorithm is trained in an environment that better represents reality. The supplied decision-making algorithm is tested using recorded data from the U.S stock market from 2000 through 2022. The results of this research show that existing techniques are statistically better than making decisions at random. With this result, this research shows …
Bridging The Chasm Between Fundamental, Momentum, And Quantitative Investing, Allen Hoskins, Jeff Reed, Robert Slater
Bridging The Chasm Between Fundamental, Momentum, And Quantitative Investing, Allen Hoskins, Jeff Reed, Robert Slater
SMU Data Science Review
A chasm exists between the active public equity investment management industry's fundamental, momentum, and quantitative styles. In this study, the researchers explore ways to bridge this gap by leveraging domain knowledge, fundamental analysis, momentum, crowdsourcing, and data science methods. This research also seeks to test the developed tools and strategies during the volatile time period of 2020 and 2021.