| ABSTRACT |
This seminar introduces the Deep Q Learning, one of the most popular methods of reinforcement learning and their application to finance problems. Reinforcement learning is a popular model of the learning problems through trial-and-error interactions in a certain given environment. This seminar will discuss the mathematical formulation of Deep Q learning and how each component plays a crucial role in agent learning. Finally it provides real world application in finance, and shows how reinforcement learning can outperform humans even with limited data. |
