Regime-switching recurrent reinforcement learning in automated trading
Dietmar Maringer and Tikesh Ramtohul
| Year of publication: |
2011
|
|---|---|
| Authors: | Maringer, Dietmar G. ; Ramtohul, Tikesh |
| Published in: |
Natural computing in computational finance : volume 4. - Berlin [u.a.] : Springer, ISBN 978-3-642-23335-7. - 2011, p. 93-121
|
| Subject: | Elektronisches Handelssystem | Electronic trading | Lernprozess | Learning process | Management-Informationssystem | Management information system | ARCH-Modell | ARCH model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009423549