8 search results - page 1 / 2 » Reinforcement Learning for Trading Systems and Portfolios |
KDD
1998
ACM
13 years 9 months ago
1998
ACM
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
KES
2007
Springer
13 years 11 months ago
2007
Springer
In this paper we propose a financial trading system whose strategy is developed by means of an artificial neural network approach based on a recurrent reinforcement learning algo...
ECML
2004
Springer
13 years 10 months ago
2004
Springer
Given the pattern-based multi-predictors of the stock price, we study a method of dynamic asset allocation to maximize the trading performance. To optimize the proportion of asset ...
ATAL
2009
Springer
13 years 11 months ago
2009
Springer
We present a general methodology to automate the search for equilibrium strategies in games derived from computational experimentation. Our approach interleaves empirical game-the...