An agent's beliefs usually depend on cognitive factors, but also affective factors may play a role. This paper presents an agent model that shows how such affective effects on...
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...
Unlike traditional reinforcement learning (RL), market-based RL is in principle applicable to worlds described by partially observable Markov Decision Processes (POMDPs), where an ...
The method of conjugate gradients provides a very effective way to optimize large, deterministic systems by gradient descent. In its standard form, however, it is not amenable to ...
Empirical evidence indicates that the training time for the support vector machine (SVM) scales to the square of the number of training data points. In this paper, we introduce the...