Dynamic Asset Allocation Exploiting Predictors in Reinforcement Learning Framework

Jangmin O, Jae Won Lee, Jongwoo Lee, Byoung-Tak Zhang

ECML-PKDD 2004 pp. 298-309

doi:10.1007/978-3-540-30115-8_29 /ecmlpkdd/2004/o2004ecml-dynamic/

Cite

Text

O et al. "Dynamic Asset Allocation Exploiting Predictors in Reinforcement Learning Framework." European Conference on Machine Learning, 2004. doi:10.1007/978-3-540-30115-8_29

Markdown

[O et al. "Dynamic Asset Allocation Exploiting Predictors in Reinforcement Learning Framework." European Conference on Machine Learning, 2004.](https://mlanthology.org/ecmlpkdd/2004/o2004ecml-dynamic/) doi:10.1007/978-3-540-30115-8_29

BibTeX

@inproceedings{o2004ecml-dynamic,
  title     = {{Dynamic Asset Allocation Exploiting Predictors in Reinforcement Learning Framework}},
  author    = {O, Jangmin and Lee, Jae Won and Lee, Jongwoo and Zhang, Byoung-Tak},
  booktitle = {European Conference on Machine Learning},
  year      = {2004},
  pages     = {298-309},
  doi       = {10.1007/978-3-540-30115-8_29},
  url       = {https://mlanthology.org/ecmlpkdd/2004/o2004ecml-dynamic/}
}