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An Adaptive Approach for the Exploration-Exploitation Dilemma in Non-stationary Environment.
Yuanxia Shen
Chuanhua Zeng
Published in:
CSSE (1) (2008)
Keyphrases
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non stationary
exploration exploitation dilemma
reinforcement learning
adaptive algorithms
learning to rank
autoregressive
multiresolution
stock price
temporal evolution
empirical mode decomposition
digital libraries
training set
wavelet transform
change point detection