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...
Reinforcement Learning (RL) is a simulation-based technique useful in solving Markov decision processes if their transition probabilities are not easily obtainable or if the probl...
TD-FALCON is a self-organizing neural network that incorporates Temporal Difference (TD) methods for reinforcement learning. Despite the advantages of fast and stable learning, TD...
The problem of reinforcement learning in large factored Markov decision processes is explored. The Q-value of a state-action pair is approximated by the free energy of a product o...
Reinforcement Learning (RL) is analyzed here as a tool for control system optimization. State and action spaces are assumed to be continuous. Time is assumed to be discrete, yet th...