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, }