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Application of stochastic recurrent reinforcement learning to index trading.

Gorse, D; (2011) Application of stochastic recurrent reinforcement learning to index trading. In: ESANN.

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Type:Proceedings paper
Title:Application of stochastic recurrent reinforcement learning to index trading.
Publisher version:http://www.dice.ucl.ac.be/esann/proceedings/papers.php?ann=2011
UCL classification:UCL > School of BEAMS > Faculty of Engineering Science > Computer Science

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