fuscarili OP t1_j6zr70d wrote on February 3, 2023 at 1:06 AM

Reply to comment by Professional_Poet489 in [D] I'm at a crossroads: Bayesian methods VS Reinforcement Learning, which to choose? by fuscarili

Interesting! And do you know btw if RL is a useful tool in finance? I have heard really polarized opinions about its effectiveness for algorithmic trading/trading bots. Some say it's awful and other people that it's the most promising technology for it.

Professional_Poet489 t1_j6zsleg wrote on February 3, 2023 at 1:17 AM

There are smarter people than me out there, so maybe I’m missing something, but the market doesn’t change trajectories because of any move you make. All finance wants to do is guess what the movement will be (up, down, how much). This is a classification or regression problem, not RL.