Publications

Found 10 results
Author Title Type [ Year(Desc)]
Filters: Author is Matthew Saffell  [Clear All Filters]
1998
Moody, J., Wu L., Liao Y., & Saffell M. (1998).  Performance Functions and Reinforcement Learning for Trading Systems and Portfolios. 17, 441-470.
Moody, J., & Saffell M. (1998).  Reinforcement Learning for Trading: Immediate vs. Future Rewards. Knowledge Discovery and Datamining, Proceedings of the 1998 New York Conference.
Moody, J., Saffell M., Liao Y., & Wu L. (1998).  Reinforcement Learning for Trading Systems and Portfolios. Decision Technologies for Computational Finance, Proceedings of the London Conference.
1999
Moody, J., & Saffell M. (1999).  Reinforcement Learning for Trading. Advances in Neural Information Processing Systems 11.
2000
Moody, J., & Saffell M. (2000).  Minimizing Downside Risk via Stochastic Dynamic Programming.
2001
Moody, J., & Saffell M. (2001).  Learning to Trade via Direct Reinforcement. IEEE Transactions on Neural Networks. 12(4), 
2004
Moody, J., Liu Y., Saffell M., & Youn K. (2004).  Stochastic Direct Reinforcement: Application to Simple Games with Recurrence. Proceedings of the 2004 AAAI Fall Symposium on Artificial Multiagent Learning. 23-34.
2005
Saffell, M. (2005).  Knowledge Discovery for Time Series.
2009
Suárez, A., Moody J., & Saffell M. (2009).  Dynamic Portfolio Management with Transaction Costs.
Suárez, A., Moody J., & Saffell M. (2009).  Dynamic Portfolio Management with Transaction Costs.