Matthew Saffell

Reinforcement Learning for Trading Systems and Portfolios: Immediate vs Future Rewards

John Moody, Matthew Saffell, Yuansong Liao, 1998 .

Reinforcement Learning for Trading Systems and Portfolios

Matthew Saffell, John E. Moody, J. Moody, 1998, KDD.

Learning to trade via direct reinforcement

Matthew Saffell, John E. Moody, J. Moody, 2001, IEEE Trans. Neural Networks.

Reinforcement Learning for Trading

Matthew Saffell, John E. Moody, J. Moody, 1998, NIPS.

Knowledge discovery for time series

John Moody, Matthew Saffell, J. Moody, 2005 .

Stochastic Direct Reinforcement: Application to Simple Games with Recurrence

Yufeng Liu, John Moody, Matthew Saffell, 2004, AAAI Technical Report.