113 search results - page 3 / 23 » Financial Optimization |
ICML
2006
IEEE
14 years 6 months ago
2006
IEEE
We present the first large-scale empirical application of reinforcement learning to the important problem of optimized trade execution in modern financial markets. Our experiments...
ISNN
2005
Springer
13 years 10 months ago
2005
Springer
Abstract. The performance of financial forecasting with neural networks dependents on the particular training set. We design mean-change-point test to divide the original dataset i...
GECCO
2006
Springer
13 years 9 months ago
2006
Springer
This paper presents an approach to the joint optimization of neural network structure and weights which can take advantage of backpropagation as a specialized decoder. The approac...
EUROPKI
2004
Springer
13 years 10 months ago
2004
Springer
The use of PKI in large scale environments suffers some inherent problems concerning the options to adopt for the optimal cost-centered operation of the system. In this paper a Mar...
CEC
2005
IEEE
13 years 11 months ago
2005
IEEE
—A principal challenge in modern computational finance is efficient portfolio design – portfolio optimization followed by decision-making. Optimization based on even the widely...