Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Francesco, Bertoluzzo"'
Autor:
Marco Corazza, Francesco Bertoluzzo
Publikováno v:
Procedia Economics and Finance. 3:68-77
The construction of automatic Financial Trading Systems (FTSs) is a subject of research of high interest for both academic environment and financial one due to the potential promises by self-learning methodologies and by the increasing power of actua
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e132ec3048337609cfa9c85e7cd82ca8
Autor:
Marco Corazza, Francesco Bertoluzzo
The design of financial trading systems (FTSs) is a subject of high interest both for the academic environment and for the professional one due to the promises by machine learning methodologies. In this paper we consider the Reinforcement Learning-ba
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c590ca42bf7ec3a6070303944b88dec8
http://www.unive.it/media/allegato/DIP/Economia/Working_papers/Working_papers_2014/WP_DSE_corazza_bertoluzzo_15_14.pdf
http://www.unive.it/media/allegato/DIP/Economia/Working_papers/Working_papers_2014/WP_DSE_corazza_bertoluzzo_15_14.pdf
Autor:
Marco Corazza, Francesco Bertoluzzo
Publikováno v:
Recent Advances of Neural Network Models and Applications ISBN: 9783319041285
WIRN
WIRN
The construction of automated financial trading systems (FTSs) is a subject of high interest for both the academic environment and the financial one due to the potential promises by self-learning methodologies. In this paper we consider Reinforcement
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d36195d811cfe77c41312231b7c7d52
https://doi.org/10.1007/978-3-319-04129-2_20
https://doi.org/10.1007/978-3-319-04129-2_20
Autor:
Marco Corazza, Francesco Bertoluzzo
Publikováno v:
SSRN Electronic Journal.
The construction of automatic Financial Trading Systems (FTSs) is a subject of research of high interest for both academic environment and financial one due to the potential promises by self-learning methodologies and by the increasing power of actua
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ff08921688bddb840d1442bb946ec2a
https://doi.org/10.2139/ssrn.2192034
https://doi.org/10.2139/ssrn.2192034
Autor:
Marco Corazza, Francesco Bertoluzzo
In this chapter we propose a financial trading system whose trading strategy is developed by means of an artificial neural network approach based on a learning algorithm of the recurrent reinforcement type. In general terms, this kind of approach con
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4f413b1a47f57e0e6b7d76aad2baa2cd
http://hdl.handle.net/10278/23065
http://hdl.handle.net/10278/23065
Autor:
Francesco Bertoluzzo, Marco Corazza
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783540748267
KES (2)
KES (2)
In this paper we propose a financial trading system whose strategy is developed by means of an artificial neural network approach based on a recurrent reinforcement learning algorithm. In general terms, this kind of approach consists in specifying a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7e0fc64e6296908fffaca45dd4a64a94
https://doi.org/10.1007/978-3-540-74827-4_78
https://doi.org/10.1007/978-3-540-74827-4_78
Autor:
Francesco Bertoluzzo, Marco Corazza
In this paper we propose a financial trading system whose trading strategy is developed by means of an artificial neural network approach based on a learning algorithm of recurrent reinforcement type. In general terms, this kind of approach consists:
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::279a066737793600314199a6b7d7b54c
http://virgo.unive.it/wpideas/storage/2006wp141.pdf
http://virgo.unive.it/wpideas/storage/2006wp141.pdf