Patrick Gabrielsson, Ulf Johansson. High-Frequency Equity Index Futures Trading Using Recurrent Reinforcement Learning with Candlesticks. In IEEE Symposium Series on Computational Intelligence, SSCI 2015, Cape Town, South Africa, December 7-10, 2015. pages 734-741, IEEE, 2015. [doi]
@inproceedings{GabrielssonJ15,
title = {High-Frequency Equity Index Futures Trading Using Recurrent Reinforcement Learning with Candlesticks},
author = {Patrick Gabrielsson and Ulf Johansson},
year = {2015},
doi = {10.1109/SSCI.2015.111},
url = {http://dx.doi.org/10.1109/SSCI.2015.111},
researchr = {https://researchr.org/publication/GabrielssonJ15},
cites = {0},
citedby = {0},
pages = {734-741},
booktitle = {IEEE Symposium Series on Computational Intelligence, SSCI 2015, Cape Town, South Africa, December 7-10, 2015},
publisher = {IEEE},
isbn = {978-1-4799-7560-0},
}