Regime-switching recurrent reinforcement learning for investment decision making
No abstract is available for this item.
Volume (Year): 9 (2012)
Issue (Month): 1 (February)
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References listed on IDEAS
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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 357-384, March.
- Michael D. McKenzie & Robert W. Faff, 2003. "The Determinants of Conditional Autocorrelation in Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 26(2), pages 259-274. Full references (including those not matched with items on IDEAS)