Method of training a neural network

摘要

A state vector (SVt) is determined with elements that characterize a financial market (101). Taking into account predetermined evaluation variables, an evaluation (Vt) is determined (102) for the state vector (SVt). In addition, a chronologically following state vector (SVt+1) is determined (103) and evaluated (Vt+1). On the basis of the two evaluations (Vt, Vt+1), weights (wi) of the neural network (NN) are adapted (104) using a reinforcement learning method (DELTAwi).