Adaptive stock trading with dynamic asset allocation using reinforcement learning

Information Sciences

Volumn 176, Issue 15, 2006, Pages 2121-2147

  O, Jangmin ^a   Lee, Jongwoo ^b   Lee, Jae Won ^c   Zhang, Byoung Tak ^a  

^a Seoul National University   (South Korea)

^b Sookmyung Women's University   (South Korea)

^c Sungshin Women's University   (South Korea)

Author keywords

Asset allocation; Multiple predictors approach; Reinforcement learning; Stock trading

Indexed keywords

COST ACCOUNTING; DECISION MAKING; INFORMATION MANAGEMENT; INVENTORY CONTROL; INVESTMENTS; LEARNING SYSTEMS; RESOURCE ALLOCATION;

ASSET ALLOCATION; MULTIPLE-PREDICTORS APPROACH; REINFORCEMENT LEARNING; STOCK TRADING;

FINANCIAL DATA PROCESSING;

EID: 33747452437     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2005.10.009     Document Type: Article

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