Open access peer-reviewed chapter

Risk-Constrained Forward Trading Optimization by Stochastic Approximate Dynamic Programming

By Miguel Gil-Pugliese and Fernando Olsina

Submitted: September 12th 2013Reviewed: November 30th 2013Published: April 29th 2014

DOI: 10.5772/57466

Downloaded: 1131

© 2014 The Author(s). Licensee IntechOpen. This chapter is distributed under the terms of the Creative Commons Attribution 3.0 License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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Miguel Gil-Pugliese and Fernando Olsina (April 29th 2014). Risk-Constrained Forward Trading Optimization by Stochastic Approximate Dynamic Programming, Dynamic Programming and Bayesian Inference Mohammad Saber Fallah Nezhad, IntechOpen, DOI: 10.5772/57466. Available from:

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