Dynamic Asset Allocation Exploiting Predictors in Reinforcement Learning Framework.

Jangmin O Jae Won Lee Jongwoo Lee Byoung-Tak Zhang Dynamic Asset Allocation Exploiting Predictors in Reinforcement Learning Framework. 298-309 http://springerlink.metapress.com/openurl.asp?genre=article&issn=0302-9743&volume=3201&spage=298 2004 conf/ecml/2004 ECML db/conf/ecml/ecml2004.html#OLLZ04