Performance functions and reinforcement learning for trading systems and portfolios
Year of publication: |
1998
|
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Other Persons: | Moody, John (contributor) |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 17.1998, 5/6, p. 441-470
|
Subject: | Portfolio-Management | Portfolio selection | Lernprozess | Learning process | Transaktionskosten | Transaction costs | Nutzenfunktion | Utility function | Theorie | Theory | Simulation | Aktienindex | Stock index | USA | United States | 1970-1994 |
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