Reinforcement Learning Method for Portfolio Optimal Frontier Search.
Jonathan Arriaga-GonzálezManuel Valenzuela-RendónPublished in: MICAI (2) (2013)
Keyphrases
- dynamic programming
- reinforcement learning
- exhaustive search
- experimental evaluation
- clustering method
- synthetic data
- preprocessing
- cost function
- high precision
- high accuracy
- detection method
- machine learning
- closed form
- search strategy
- similarity measure
- computational cost
- search methods
- optimal path
- classification accuracy
- probabilistic model
- pairwise
- computational complexity
- search algorithm
- objective function
- image segmentation
- decision making