A two-phase stock trading system using distributional differences

DOI10.1007/3-540-46146-9_15MaRDI QIDQ4410590zbMATH OpenFDO

Authors Jinseok Chae, Jongwoo Lee, Sung-Dong Kim, Jaewon Lee

Publication date 3 July 2003

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2453/24530143.htm

Mathematics Subject Classification ID

Theory of languages and software systems (knowledge-based systems, expert systems, etc.) for artificial intelligence (68T35) Computing methodologies for information systems (hypertext navigation, interfaces, decision support, etc.) (68U35) Computing methodologies and applications (68U99) Auctions, bargaining, bidding and selling, and other market models (91B26)

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(1)

• Adaptive stock trading with dynamic asset allocation using reinforcement learning

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