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Research and experiments building up to an implementation of a reinforcement learning trader based on work by Moody and Saffell

J. Moody and M. Saffell, "Learning to trade via direct reinforcement," in IEEE Transactions on Neural Networks, vol. 12, no. 4, pp. 875-889, July 2001, doi: 10.1109/72.935097.

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  • Jupyter Notebook 100.0%