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"Regime-switching recurrent reinforcement learning for investment decision ..."

Dietmar Maringer, Tikesh Ramtohul (2012)

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DOI: 10.1007/S10287-011-0131-1

access: closed

type: Journal Article

metadata version: 2020-05-10

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Dietmar Maringer, Tikesh Ramtohul:
Regime-switching recurrent reinforcement learning for investment decision making. Comput. Manag. Sci. 9(1): 89-107 (2012)

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