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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