Publication Details
Title: Performance Functions and Reinforcement Learning for Trading Systems and Portfolios
Author: J. Moody, L. Wu, Y. Liao, and M. Saffell
Group: Algorithms
Date: 1998
PDF: [Not available online]
Bibliographic Information:
Journal of Forecasting, vol. 17, pp. 441-470, 1998.
Bibliographic Reference:
J. Moody, L. Wu, Y. Liao, and M. Saffell. Performance Functions and Reinforcement Learning for Trading Systems and Portfolios. Journal of Forecasting, vol. 17, pp. 441-470, 1998., 1998
Author: J. Moody, L. Wu, Y. Liao, and M. Saffell
Group: Algorithms
Date: 1998
PDF: [Not available online]
Bibliographic Information:
Journal of Forecasting, vol. 17, pp. 441-470, 1998.
Bibliographic Reference:
J. Moody, L. Wu, Y. Liao, and M. Saffell. Performance Functions and Reinforcement Learning for Trading Systems and Portfolios. Journal of Forecasting, vol. 17, pp. 441-470, 1998., 1998