Jian Li, Kun Zhang, Laiwan Chan. Independent Factor Reinforcement Learning for Portfolio Management. In Hujun Yin, Peter Tiño, Emilio Corchado, William Byrne, Xin Yao, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2007, 8th International Conference, Birmingham, UK, December 16-19, 2007, Proceedings. Volume 4881 of Lecture Notes in Computer Science, pages 1020-1031, Springer, 2007. [doi]
Abstract is missing.