We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
The multi-objective covariance matrix adaptation evolution strategy (MO-CMA-ES) is a variable-metric algorithm for real-valued vector optimization. It maintains a parent population...
Evolutionary Algorithms (EAs) are well-known optimization approaches to cope with non-linear, complex problems. These population-based algorithms, however, suffer from a general we...
Shahryar Rahnamayan, Hamid R. Tizhoosh, Magdy M. A...
To avoid the curse of dimensionality, function approximators are used in reinforcement learning to learn value functions for individual states. In order to make better use of comp...
In this paper, a recurrent neural network based fuzzy inference system (RNFIS) for prediction is proposed. A recurrent network is embedded in the RNFIS by adding feedback connecti...