John E. Moody, Matthew Saffell
Reinforcement Learning for Trading Systems and Portfolios
KDD, 1998.
@inproceedings{KDD-1998-MoodyS,
author = "John E. Moody and Matthew Saffell",
booktitle = "{Proceedings of the Fourth International Conference on Knowledge Discovery and Data Mining}",
ee = "http://www.aaai.org/Library/KDD/1998/kdd98-049.php",
isbn = "1-57735-070-7",
pages = "279--283",
publisher = "{AAAI Press}",
title = "{Reinforcement Learning for Trading Systems and Portfolios}",
year = 1998,
}