Function approximation with learning networks in the financial field and its application to the interest rate sector.
Günther A. HoffmannPublished in: CIFEr (1995)
Keyphrases
- function approximation
- reinforcement learning
- learning tasks
- temporal difference learning
- learning process
- learning algorithm
- td learning
- temporal difference methods
- supervised learning
- actor critic
- connectionist networks
- learning problems
- temporal difference learning algorithms
- radial basis function
- unsupervised learning
- state space
- feature extraction