Regime-switching recurrent reinforcement learning for investment decision making
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Bibliographic InfoArticle provided by Springer in its journal Computational Management Science.
Volume (Year): 9 (2012)
Issue (Month): 1 (February)
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Web page: http://www.springerlink.com/link.asp?id=111894
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- Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March.
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