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Samvel Truzyan edited this page Sep 20, 2021 · 3 revisions

Useful books, papers, articles

https://www.goodreads.com/book/show/603149.Frequently_Asked_Questions_in_Quantitative_Finance Lots of references to original papers where most used theories described

https://www.goodreads.com/book/show/36703132-advances-in-financial-machine-learning https://www.goodreads.com/book/show/54330868-python-for-algorithmic-trading https://www.goodreads.com/book/show/54855814-machine-learning-for-algorithmic-trading https://www.goodreads.com/book/show/55204791-an-introduction-to-algorithmic-finance-algorithmic-trading-and-blockcha

Barton and sutton book on RL