Reinforcement learning for automated investment in the brazilian stock market: a comparative study of DQN, PPO, and their recurrent versions (2025)
- Authors:
- USP affiliated authors: CARVALHO, ANDRÉ CARLOS PONCE DE LEON FERREIRA DE - ICMC ; STURION, PAULO RICARDO - IFSC
- Unidades: ICMC; IFSC
- DOI: 10.5753/eniac.2025.13791
- Subjects: APRENDIZADO COMPUTACIONAL; MERCADO DE CAPITAIS
- Agências de fomento:
- Language: Português
- Imprenta:
- Publisher: SBC
- Publisher place: Porto Alegre
- Date published: 2025
- Source:
- Conference titles: Encontro Nacional de Inteligência Artificial e Computacional - ENIAC
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
STURION, Paulo Ricardo e CARVALHO, André Carlos Ponce de Leon Ferreira de. Reinforcement learning for automated investment in the brazilian stock market: a comparative study of DQN, PPO, and their recurrent versions. 2025, Anais.. Porto Alegre: SBC, 2025. Disponível em: https://doi.org/10.5753/eniac.2025.13791. Acesso em: 10 fev. 2026. -
APA
Sturion, P. R., & Carvalho, A. C. P. de L. F. de. (2025). Reinforcement learning for automated investment in the brazilian stock market: a comparative study of DQN, PPO, and their recurrent versions. In Anais. Porto Alegre: SBC. doi:10.5753/eniac.2025.13791 -
NLM
Sturion PR, Carvalho ACP de LF de. Reinforcement learning for automated investment in the brazilian stock market: a comparative study of DQN, PPO, and their recurrent versions [Internet]. Anais. 2025 ;[citado 2026 fev. 10 ] Available from: https://doi.org/10.5753/eniac.2025.13791 -
Vancouver
Sturion PR, Carvalho ACP de LF de. Reinforcement learning for automated investment in the brazilian stock market: a comparative study of DQN, PPO, and their recurrent versions [Internet]. Anais. 2025 ;[citado 2026 fev. 10 ] Available from: https://doi.org/10.5753/eniac.2025.13791 - Desenvolvendo redes neurais artificiais com estrutura de redes complexas
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Informações sobre o DOI: 10.5753/eniac.2025.13791 (Fonte: oaDOI API)
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