We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
In reinforcement learning, least-squares temporal difference methods (e.g., LSTD and LSPI) are effective, data-efficient techniques for policy evaluation and control with linear v...
Michael H. Bowling, Alborz Geramifard, David Winga...
Abstract-- A network of nodes communicate via noisy channels. Each node has some real-valued initial measurement or message. The goal of each of the nodes is to acquire an estimate...
Many of the recently proposed algorithms for learning feature-based ranking functions are based on the pairwise preference framework, in which instead of taking documents in isola...
Vitor R. Carvalho, Jonathan L. Elsas, William W. C...
Automation of Web service composition is one of the most interesting challenges facing the Semantic Web today. Since Web services have been enhanced with formal semantic descriptio...