Performance Functions and Reinforcement Learning for Trading Systems and Portfolios
Title | Performance Functions and Reinforcement Learning for Trading Systems and Portfolios |
Publication Type | Journal Article |
Year of Publication | 1998 |
Authors | Moody, J., Wu L., Liao Y., & Saffell M. |
Volume | 17 |
Page(s) | 441-470 |
Other Numbers | 464 |
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 |