Publications
Stochastic Direct Reinforcement: Application to Simple Games with Recurrence.
Proceedings of the 2004 AAAI Fall Symposium on Artificial Multiagent Learning. 23-34.
(2004).
(2003). Learning to Trade via Direct Reinforcement.
IEEE Transactions on Neural Networks. 12(4),
(2001).
(2000).
(2000). Reinforcement Learning for Trading.
Advances in Neural Information Processing Systems 11.
(1999).
(1998). Reinforcement Learning for Trading: Immediate vs. Future Rewards.
Knowledge Discovery and Datamining, Proceedings of the 1998 New York Conference.
(1998). Reinforcement Learning for Trading Systems and Portfolios.
Decision Technologies for Computational Finance, Proceedings of the London Conference.
(1998).
(1998).
(1998).
(1997).
(1997).
(1997). Improved Estimates for the Rescaled Range and Hurst Exponents.
Proceedings of the Third International Conference on Neural Networks in Financial Engineering. 537-553.
(1996). Macroeconomic Forecasting: Challenges and Neural Network Solutions.
Proceedings of the International Symposium on Artificial Neural Networks.
(1995). Price Behavior and Hurst Exponents of Tick-By-Tick Interbank Foreign Exchange Rates.
Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995).
(1995). Statistical Analysis of Tick-by-tick Foreign Exchange Data.
Proceedings of the High Frequency Data in Finance Conference.
(1995).
(1994).
(1994). Statistical Analysis and Forecasting of High Frequency Foreign Exchange Rates.
Proceedings of the Neural Networks in the Capital Markets Conference.
(1994). Predicting the U.S. Index of Industrial Production.
Proceedings of Parallel Applications in Statistics and Economics '93. 3(6), 791-794.
(1993).
(1992).
(1992). Networks with Learned Unit Response Functions.
4, 1048-1055.
(1992).