"An adaptive portfolio trading system: A risk-return portfolio optimization ..."

Saud Almahdi, Steve Y. Yang (2017)

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DOI: 10.1016/J.ESWA.2017.06.023

access: closed

type: Journal Article

metadata version: 2017-08-23

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Saud Almahdi, Steve Y. Yang:
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown. Expert Syst. Appl. 87: 267-279 (2017)

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