Timeline for Should I use multi-armed-bandits or RL for a financial time-series problem?
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 4, 2023 at 17:47 | vote | accept | kobo | ||
| Jan 4, 2023 at 17:47 | comment | added | kobo | Thank you @NeilSlater! While playing with on-policy Monte Carlo algo I start to think that the same results could be achieved simply by taking the average return for every possible action(long/short) in every possible state. I mean we don't even need to explore/exploit... just find those values, perform walk-forward backtesting or s.th. like that and done. All that with RL starts to not make sense for me in terms of generating buy and sell trading signals. | |
| Jan 3, 2023 at 17:01 | history | answered | Neil Slater | CC BY-SA 4.0 |