Items where Author is "Zhang, Jin"
Number of items: 9. April 2015Zhang, Jin and Maringer, Dietmar. (2015) Using a Genetic Algorithm to Improve Recurrent Reinforcement Learning for Equity Trading. Computational Economics, 47 (4). pp. 551-567. 2014Zhang, Jin. (2014) Automating transition functions: a way to improve trading profits with recurrent reinforcement learning. In: Artificial Intelligence Applications and Innovations, 436. Heidelberg, pp. 39-49. Maringer, Dietmar and Zhang, Jin. (2014) Transition Variable Selection for Regime Switching Recurrent Reinforcement Learning. In: Proceedings of the 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics. London, UK, pp. 407-413. Zhang, Jin and Maringer, Dietmar. (2014) Two Parameter Update Schemes for Recurrent Reinforcement Learning. In: 2014 IEEE Congress on Evolutionary Computation (CEC). Beijing, China , pp. 1449-1453. July 2013Zhang, Jin and Maringer, Dietmar. (2013) Indicator selection for daily equity trading with recurrent reinforcement learning. In: GECCO'13. Proceedings of the Genetic and Evolutionary Computation Conference. New York, pp. 1757-1758. 2011Zhang, Jin and Maringer, Dietmar. (2011) Selecting pair-copulas with downside risk minimisation. Journal of Financial Markets and Derivatives, 2 (1-2). pp. 121-148. 2010Maringer, Dietmar and Zhang, Jin. (2010) A clustering application in portfolio management. In: Electronic engineering and computing technology. Dordrecht, pp. 309-321. Zhang, Jin and Maringer, Dietmar. (2010) Index Mutual Fund Replication. In: Natural Computing in Computational Finance, 3. New York, pp. 109-130. 2009Zhang, Jin and Maringer, Dietmar. (2009) Improving Sharpe Ratios and Stability of Portfolios by Using a Clustering Technique. In: World Congress on Engineering, WCE 2009 : 1 - 3 July, 2009, Imperial College London, London, U.K,, Vol. 1. Hong Kong, pp. 1-6. |
