The reinforcement learning Kelly strategy.
Saved in:
| Title: | The reinforcement learning Kelly strategy. |
|---|---|
| Authors: | Jiang, R.1 (AUTHOR), Saunders, D.1 (AUTHOR), Weng, C.1 (AUTHOR) chengguo.weng@uwaterloo.ca |
| Source: | Quantitative Finance. Aug2022, Vol. 22 Issue 8, p1445-1464. 20p. |
| Database: | Mathematics Source |
|
Full text is not displayed to guests.
Login for full access.
|
|
| ISSN: | 14697688 |
|---|---|
| DOI: | 10.1080/14697688.2022.2049356 |