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    Robust financial trading system with Deep Q Network (DQN) 

    Sutta Sornmayura; Vesarach Aumeboonsuke (National Institute of Development Administration, 2017)

    Forex trading is one of the most attractive areas in finance. However, developing the profitable trading system is not an easy task because it requires extensive knowledge in several areas such as quantitative analysis, financial skills, and computer programming. Trading system expert, as a human, also bring in their own bias to develop the system. The trading system developers will prefer some markets over others, prefer some indicators over others, and prefer some trading time frame over others. Moreover, developing the trading system will also ...