Making Financial Trading by Recurrent Reinforcement Learning

Author:

Bertoluzzo Francesco,Corazza Marco

Publisher

Springer Berlin Heidelberg

Reference9 articles.

1. Abecasis, S.M., Lapenta, E.S., Pedreira, C.E.: Performance metrics for financial time series forecasting. Journal of Computational Intelligence in Finance, 5–23 (July/August 1999)

2. Bishop, C.: Neural networks for pattern recognition. Oxford University Press, Oxford (1995)

3. Corazza, M., Vanni, P., Loschi, U.: Hybrid automatic trading system: technical analysis & group method of data handling. In: Marinaro, M., Tagliaferro, R. (eds.) Neural nets. 13th Italian workshop on neural nets, WIRN Vietri 2002, Vietri sul Mare, Italy, May/June 2002, pp. 47–55. Springer, Berlin (2002) (revised paper)

4. Gold, C.: FX trading via recurrent reinforcement learning. In: Proceedings of IEEE international conference on computational intelligence in financial engineering, pp. 363–370. IEEE Computer Society Press, Los Alamitos (2003)

5. Lo, W.A., Mamaysky, H., Wang, J.: Foundations of technical analysis: computational algorithms, statistical inference, and empirical implementation. Journal of Finance LV, 1705–1769 (2000)

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