Optimization of trading systems and portfolios

IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)

Volumn , Issue , 1997, Pages 300-307

  Moody, John ^a   Wu, Lizhong ^a  

^a OREGON HEALTH AND SCIENCE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FORECASTING; FUNCTIONS; INDUSTRIAL ECONOMICS; LEARNING ALGORITHMS; MARKETING; OPTIMIZATION;

DIFFERENTIAL SHARPE RATIO; RECURRENT REINFORCEMENT LEARNING ALGORITHMS; TRADING SYSTEMS;

FINANCIAL DATA PROCESSING;

EID: 0030717109     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (6)