A novel algorithm for actively trading stocks is presented. While traditional universal algorithms (and technical trading heuristics) attempt to predict winners or trends, our app...
Recently, the web has rapidly emerged as a great source of financial information ranging from news articles to personal opinions. Data mining and analysis of such financial info...
In this paper, we investigate the hypothesis that plan recognition can significantly improve the performance of a casebased reinforcement learner in an adversarial action selectio...
Temporal difference (TD) learning has been used to learn strong evaluation functions in a variety of two-player games. TD-gammon illustrated how the combination of game tree search...
Given the pattern-based multi-predictors of the stock price, we study a method of dynamic asset allocation to maximize the trading performance. To optimize the proportion of asset ...
Jangmin O, Jae Won Lee, Jongwoo Lee, Byoung-Tak Zh...