Francesco Bertoluzzo

Ca Foscari University of Venice

Dorsoduro 3246

Veneto 30123

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Q-Learning-Based Financial Trading Systems with Applications

University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 15/WP/2014
Number of pages: 25 Posted: 11 Oct 2014 Last Revised: 23 May 2015
Marco Corazza and Francesco Bertoluzzo
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice
Downloads 1,077 (29,487)
Citation 1

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Financial trading system, Reinforcement Learning, Q-Learning algorithm, daily stock price time series, FTSE MIB basket

2.

Reinforcement Learning for Automatic Financial Trading: Introduction and Some Applications

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 33/WP/2012
Number of pages: 15 Posted: 21 Dec 2012
Francesco Bertoluzzo and Marco Corazza
Ca Foscari University of Venice and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 683 (55,113)
Citation 1

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Financial Trading System, Reinforcement Learning, Stochastic control, Q-learning algorithm, Kernel-based Reinforcement Learning