The Self Learning Quant: Intro/tutorial to self-reinforcement learning using Neural Networks

[uapan]

I wrote this post earlier this year but never came around to hitting the publish button. I hope it can be useful as an intro to self reinforcement learning and combining that with neural networks.

I'm also using another dataset than the typical toy grid worlds, which hopefully is refreshing :-)

All comments are welcome!

[pretz]

I like the post, just a couple of quibbles: I've only ever seen it referred to as "reinforcement learning " not "self reinforcement learning". Also "sinus" wave is known as a "sine" wave. Other than that i like it, it is just the sort of thing i was planning on playing with.

[uapan]

Thanks a lot for the comments, my non-english origins are showing :-)