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1
المؤلفون: Matthew Saffell, John Moody
المصدر: IEEE Transactions on Neural Networks. 12:875-889
مصطلحات موضوعية: Stochastic control, Rate of return, Mathematical optimization, Computer Networks and Communications, business.industry, Computer science, Stochastic process, Sharpe ratio, Decision theory, Asset allocation, General Medicine, Stock market index, Computer Science Applications, Dynamic programming, Artificial Intelligence, Currency, Bellman equation, Reinforcement learning, Asset management, Trading strategy, Portfolio optimization, business, Software
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2
المؤلفون: Yuansong Liao, John Moody, Lizhong Wu, Matthew Saffell
المصدر: Journal of Forecasting. 17:441-470
مصطلحات موضوعية: Actuarial science, Strategy and Management, Sharpe ratio, Asset allocation, Management Science and Operations Research, Stock market index, Computer Science Applications, Order (exchange), Modeling and Simulation, Econometrics, Economics, Portfolio, Reinforcement learning, Trading strategy, Statistics, Probability and Uncertainty, Portfolio optimization
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::376af8563c9eccf099e0ae7c8c583145
https://doi.org/10.1002/(sici)1099-131x(1998090)17:5/6<441::aid-for707>3.0.co;2-# -
3
المؤلفون: Lizhong Wu, John Moody, Matthew Saffell, Yuansong Liao
المصدر: Decision Technologies for Computational Finance ISBN: 9780792383093
مصطلحات موضوعية: Financial economics, Computer science, Online learning, Sharpe ratio, Econometrics, Reinforcement learning, Predictability, Stock market index, Profit (economics)
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::6d8d3e0a4996c444278bbd79a84c0825
https://doi.org/10.1007/978-1-4615-5625-1_10