Abstract A new approach to algorithmic trading system development is presented. This approach, Kernel Price Pattern Trading (KPPTP ), allows the practitioner to link the performanc...
El-Yaniv et al. presented an optimal on-line algorithm for the unidirectional currency conversion problem based on the threat-based strategy. Later, al-Binali pointed out that this...
HEXQ is a reinforcement learning algorithm that discovers hierarchical structure automatically. The generated task hierarchy repthe problem at different levels of abstraction. In ...