{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,30]],"date-time":"2024-10-30T05:29:46Z","timestamp":1730266186402,"version":"3.28.0"},"reference-count":12,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"DOI":"10.1109\/ijcnn.2004.1380088","type":"proceedings-article","created":{"date-parts":[[2005,4,5]],"date-time":"2005-04-05T13:41:25Z","timestamp":1112708485000},"page":"1103-1108","source":"Crossref","is-referenced-by-count":0,"title":["Forecasting series-based stock price data using direct reinforcement learning"],"prefix":"10.1109","volume":"2","author":[{"family":"Hailin Li","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"C.H.","family":"Dagli","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"D.","family":"Enke","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"journal-title":"Qualitative Information in Finance Natural Language Processing and Information Extraction","year":"1996","author":"costantino","key":"3"},{"key":"2","doi-asserted-by":"publisher","DOI":"10.1080\/088395198117640"},{"key":"10","article-title":"Policy vs. value function learning with variable discount factors","author":"brown","year":"2000","journal-title":"Proc NIPS 2000 Workshop Reinforcement Learning Learn the Policy or Learn the Value Function?"},{"key":"1","article-title":"Feedforward and recurrent neural networks and genetic programs for stock market and time series forecasting","volume":"cs 93 96","author":"mccluskey","year":"1993","journal-title":"Technical Report"},{"key":"7","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(79)90015-1"},{"journal-title":"Continuous-Time Finance","year":"1990","author":"merton","key":"6"},{"key":"5","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1889(97)00031-6"},{"key":"4","first-page":"2160","article-title":"Stock market trend prediction using ARIMA-based neural networks","volume":"4","author":"wang","year":"1996","journal-title":"IEEE International Conference on Neural Networks"},{"key":"9","first-page":"493","article-title":"Synthesis of reinforcement learning and artificial neural networks applied to forecast real time financial series","author":"li","year":"2003","journal-title":"24th ASEM Annual Conference"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.1002\/(SICI)1099-131X(1998090)17:5\/6<441::AID-FOR707>3.3.CO;2-R"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-97239-3"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1016\/0893-6080(95)00042-9"}],"event":{"name":"2004 IEEE International Joint Conference on Neural Networks (IEEE Cat. No.04CH37541)","acronym":"IJCNN-04","location":"Budapest, Hungary"},"container-title":["2004 IEEE International Joint Conference on Neural Networks (IEEE Cat. No.04CH37541)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/9486\/30097\/01380088.pdf?arnumber=1380088","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,3,14]],"date-time":"2017-03-14T03:24:41Z","timestamp":1489461881000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/1380088\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[null]]},"references-count":12,"URL":"https:\/\/doi.org\/10.1109\/ijcnn.2004.1380088","relation":{},"subject":[]}}