Off-policy reinforcement learning is aimed at efficiently reusing data samples gathered in the past, which is an essential problem for physically grounded AI as experiments are us...
Abstract. This paper presents k-NN as an approximator for time series prediction problems. The main advantage of this approximator is its simplicity. Despite the simplicity, k-NN c...
Variational methods for model comparison have become popular in the neural computing/machine learning literature. In this paper we explore their application to the Bayesian analys...
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
This paper presents a data-driven approach for feature selection to address the common problem of dealing with high-dimensional data. This approach is able to handle the real-valu...