Performance Functions and Reinforcement Learning for Trading Systems and Portfolios

TitlePerformance Functions and Reinforcement Learning for Trading Systems and Portfolios
Publication TypeJournal Article
Year of Publication1998
AuthorsMoody J, Wu L, Liao Y, Saffell M
Volume17
Page(s)441-470
Other Numbers464
Bibliographic Notes

Journal of Forecasting, vol. 17, pp. 441-470, 1998.

Abbreviated Authors

J. Moody, L. Wu, Y. Liao, and M. Saffell

ICSI Research Group

Algorithms

ICSI Publication Type

None