24 search results - page 1 / 5 » Reinforcement learning for optimized trade execution |
ICML
2006
IEEE
14 years 5 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...
ICML
2002
IEEE
14 years 5 months ago
2002
IEEE
In many reinforcement learning applications, the set of possible actions can be partitioned by the programmer into subsets of similar actions. This paper presents a technique for ...
ECML
2004
Springer
13 years 10 months ago
2004
Springer
HEXQ is a reinforcement learning algorithm that discovers hierarchical structure automatically. The generated task hierarchy repthe problem at different levels of abstraction. In ...
ECML
2004
Springer
13 years 10 months ago
2004
Springer
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 ...
AAAI
2007
13 years 7 months ago
2007
The potentially catastrophic impact of a bioterrorist attack makes developing effective detection methods essential for public health. In the case of anthrax attack, a delay of ho...