Reinforcement Learning for Trading Systems and Portfolios. - John E. Moody; Matthew Saffell (KDD, 1998)

Reinforcement Learning for Trading. - John E. Moody; Matthew Saffell (NIPS, 1998)

Learning to trade via direct reinforcement. - John E. Moody; Matthew Saffell (IEEE Trans. Neural Networks, 2001)

Stochastic Direct Reinforcement: Application to Simple Games with Recurrence. - John E. Moody; Yufeng Liu; Matthew Saffell; Kyoungju Youn (AAAI Technical Report (2), 2004)