Acquiring a Government Bond Trading Strategy Using Reinforcement Learning.
Tohgoroh MatsuiTakashi GotoKiyoshi IzumiPublished in: J. Adv. Comput. Intell. Intell. Informatics (2009)
Keyphrases
- reinforcement learning
- information technology
- function approximation
- public sector
- model free
- e government
- united states
- digital government
- state space
- optimal policy
- learning process
- markov decision processes
- learning algorithm
- reinforcement learning algorithms
- transfer learning
- machine learning
- dynamic programming
- policy search
- government agencies
- social media
- website
- government services
- policy makers
- south africa
- action space
- electronic government
- reinforcement learning methods
- stochastic approximation
- autonomous learning
- option pricing