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...
In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a...
This paper proposes a new approach for hot event detection and summarization of news videos. The approach is mainly based on two graph algorithms: optimal matching (OM) and normali...
In this paper we present a novel formulation for the optimal control of discrete event dynamic processes which represent production systems with unreliable machines and buffers of...