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STOC
2012
ACM
251views Algorithms» more  STOC 2012»
13 years 5 days ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
AIPS
2000
14 years 11 months ago
Admissible Heuristics for Optimal Planning
hsp and hspr are two recent planners that search the state-space using an heuristic function extracted from Strips encodings. hsp does a forward search from the initial state reco...
Patrik Haslum, Hector Geffner
AIPS
2000
14 years 11 months ago
Planning with Conflicting Advice
The paradigm of advisable planning, in which a user provides guidance to influence the content of solutions produced by an underlying planning system, holds much promise for impro...
Karen L. Myers
CEC
2010
IEEE
14 years 10 months ago
Coevolutionary Temporal Difference Learning for small-board Go
—In this paper we apply Coevolutionary Temporal Difference Learning (CTDL), a hybrid of coevolutionary search and reinforcement learning proposed in our former study, to evolve s...
Krzysztof Krawiec, Marcin Szubert
ATAL
2007
Springer
15 years 3 months ago
A globally optimal algorithm for TTD-MDPs
In this paper, we discuss the use of Targeted Trajectory Distribution Markov Decision Processes (TTD-MDPs)—a variant of MDPs in which the goal is to realize a specified distrib...
Sooraj Bhat, David L. Roberts, Mark J. Nelson, Cha...