Reinforcement Learning for Trading

John E. Moody, Matthew Saffell. Reinforcement Learning for Trading. In Michael J. Kearns, Sara A. Solla, David A. Cohn, editors, Advances in Neural Information Processing Systems 11, [NIPS Conference, Denver, Colorado, USA, November 30 - December 5, 1998]. pages 917-923, The MIT Press, 1998. [doi]

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