"High-Frequency Equity Index Futures Trading Using Recurrent Reinforcement ..."

Patrick Gabrielsson, Ulf Johansson (2015)

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DOI: 10.1109/SSCI.2015.111

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type: Conference or Workshop Paper

metadata version: 2017-05-17

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Patrick Gabrielsson, Ulf Johansson:
High-Frequency Equity Index Futures Trading Using Recurrent Reinforcement Learning with Candlesticks. SSCI 2015: 734-741

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