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"Feature Transformation and Simulation of Short Term Price Variability in ..."

Yen-Chih Lin, Jeremy Blum (2020)

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DOI: 10.22360/SPRINGSIM.2020.AIS.002

access: closed

type: Conference or Workshop Paper

metadata version: 2020-09-22

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Yen-Chih Lin, Jeremy Blum:
Feature Transformation and Simulation of Short Term Price Variability in Reinforcement Learning for Portfolio Management. SpringSim 2020: 1-10

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