Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets.
J. M. CalabuigH. FalcianiEnrique Alfonso Sánchez-PérezPublished in: Neurocomputing (2020)
Keyphrases
- financial markets
- reinforcement learning
- machine learning
- learning algorithm
- stock market
- market data
- technical indicators
- portfolio selection
- stock price
- state space
- supervised learning
- learning problems
- agent based modeling
- stock returns
- learning classifier systems
- risk management
- learning tasks
- information extraction
- text classification
- feature selection
- optimal policy
- text mining
- knowledge discovery
- active learning
- multi agent
- data mining
- semi supervised learning
- exchange rate
- trading strategies
- data analysis