Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing.
Xuwei YangAnastasis KratsiosFlorian KrachMatheus R. GrasselliAurélien LucchiPublished in: CoRR (2023)
Keyphrases
- transfer learning
- kernel regression
- option pricing
- labeled data
- machine learning
- stock price
- regression model
- reinforcement learning
- active learning
- semi supervised learning
- decision analysis
- collaborative filtering
- learning algorithm
- machine learning algorithms
- text categorization
- text classification
- regression methods
- decision makers
- semi supervised