Neuro-dynamic trading methods-Reference-Cited by-同舟云学术

Neuro-dynamic trading methods

Published:2006-12 Issue:3 Volume:175 Page:1400-1412
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Xufre Casqueiro Patrícia,Rodrigues António J.L.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference15 articles.

1. Capital market equilibrium in a mean-lower partial moment framework;Bawa;Journal of Financial Economics,1977

2. Dynamic programming;Bellman,1957

3. Neuro-dynamic programming;Bertsekas,1996

4. Cost functions and model combination for VaR-based asset allocation using neural networks;Chapados;IEEE Transactions on Neural Networks,2001

5. Nonlinear trading models through Sharpe Ratio maximization;Choey;International Journal of Neural Systems,1997

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