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Abstract：
There are many categories in the financial market, and futures market plays a very important role. How to make the most profit in futures market is a problem that investors, fund organizations and private placement teams have been studying all along. This paper constructs a futures investment decision model based on intensive learning model theory, makes graphical conversion according to historical time series data, defines the return of strategies for local strategy banks, trains a DQN network, automatically switches strategies, and ensures the maximization of gains. © 2018 IEEE.
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Year： 2018
Language： English
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WoS CC Cited Count： 0
SCOPUS Cited Count： 1
ESI Highly Cited Papers on the List： 0 Unfold All
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30 Days PV： 2
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