Regime-Switching Recurrent Reinforcement Learning in Automated Trading - researchr publication related

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Dietmar G. Maringer, Tikesh Ramtohul. Regime-Switching Recurrent Reinforcement Learning in Automated Trading. In Anthony Brabazon, Michael O'Neill, Dietmar Maringer, editors, Natural Computing in Computational Finance - Volume 4. Volume 380 of Studies in Computational Intelligence, pages 93-121, Springer, 2012. [doi]

The following publications are possibly variants of this publication:

Threshold Recurrent Reinforcement Learning Model for Automated TradingDietmar G. Maringer, Tikesh Ramtohul. evoW 2010: 212-221 [doi]

Regime-switching recurrent reinforcement learning for investment decision makingDietmar G. Maringer, Tikesh Ramtohul. cms, 9(1):89-107, 2012. [doi]

Transition variable selection for regime switching recurrent reinforcement learningDietmar Maringer, Jin Zhang. cifer 2014: 407-413 [doi]

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