Creating investment scheme with state space modeling.

Masafumi Nakano Akihiko Takahashi Soichiro Takahashi

Published in: Expert Syst. Appl. (2017)

Keyphrases

state space
heuristic search
particle filter
neural network
decision making
data sets
modeling method
learning scheme
optimal policy
case study
dynamic programming
markov chain
search algorithm
information systems
classification scheme
social networks
long run
database
reinforcement learning algorithms