An Adaptive Approach for the Exploration-Exploitation Dilemma in Non-stationary Environment.

Yuanxia Shen Chuanhua Zeng

Published in: CSSE (1) (2008)

Keyphrases

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