Q-Learning-based financial trading systems with applications
Year of publication: |
2014
|
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Authors: | Corazza, Marco ; Bertoluzzo, Francesco |
Institutions: | Dipartimento di Economia, Università Ca' Foscari Venezia |
Subject: | Financial trading system | Reinforcement Learning | Q-Learning algorithm | daily stock price time series | FTSE MIB basket |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2014:15 2 pages long |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G11 - Portfolio Choice |
Source: |
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Q-learning-based financial trading systems with applications
Corazza, Marco, (2014)
-
Reinforcement Learning for automatic financial trading: Introduction and some applications
Bertoluzzo, Francesco, (2012)
-
Financial trading systems: Is recurrent reinforcement the via?
Bertoluzzo, Francesco, (2006)
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Reinforcement Learning for automatic financial trading: Introduction and some applications
Bertoluzzo, Francesco, (2012)
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A unified frame work for performance and risk attribution
Corazza, Marco, (2012)
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A fuzzy-based scoring rule for author ranking
Cardin, Marta, (2011)
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