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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Dynamic decision making based on iterations-spread-in-time strategy
 Šindelář, Jan ; Křivánek, O.
This article describes a formal approach to decision making optimization in commodity futures markets. Our aim was to design optimal decision strategy generating decision at a given time. It contains theoretical description of estimation using Bayesian learning and approximate methods of dynamic programming. Finally, the original decision strategy using approximate methods of dynamic programming was designed. This strategy was tested by a series of experiments indicating our ability to construct pro table trading machine.
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