8 search results - page 1 / 2 » Reinforcement Learning for Trading Systems and Portfolios |
60
Voted
KDD
1998
ACM
15 years 1 months ago
1998
ACM
107
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GECCO
2007
Springer
15 years 3 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
15 years 3 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
15 years 3 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
15 years 4 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...