Neuro-dynamic trading methods

European Journal of Operational Research

Volumn 175, Issue 3, 2006, Pages 1400-1412

  Xufre Casqueiro, Patrícia ^a,b   Rodrigues, António J L ^b  

^a NOVA SCHOOL OF BUSINESS AND ECONOMICS   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

Author keywords

Dynamic programming; Investment analysis; Neural networks

Indexed keywords

ALGORITHMS; DYNAMIC PROGRAMMING; INTERNATIONAL TRADE; INVESTMENTS; NEURAL NETWORKS; OPTIMIZATION;

AUTOMATED TRADING SYSTEMS; INVESTMENT ANALYSIS; Q-LEARNING ALGORITHM; RISK-ADJUSTED PERFORMANCE;

OPERATIONS RESEARCH;

EID: 33748923270     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2005.02.015     Document Type: Article

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