Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets.
J. M. CalabuigH. FalcianiEnrique Alfonso Sánchez-PérezPublished in: CoRR (2019)
Keyphrases
- financial markets
- reinforcement learning
- machine learning
- learning algorithm
- stock price
- market data
- portfolio selection
- stock market
- learning problems
- risk management
- optimal policy
- technical indicators
- learning tasks
- data mining
- information extraction
- state space
- text mining
- knowledge discovery
- active learning
- feature selection
- supervised learning
- trading rules
- stock returns
- learning classifier systems
- semi supervised learning
- natural language processing
- multi agent