Algorithmic trading behavior identification using reward learning method.
Steve Y. YangQifeng QiaoPeter A. BelingWilliam T. SchererPublished in: IJCNN (2014)
Keyphrases
- prior knowledge
- pairwise
- learning process
- synthetic data
- reinforcement learning
- high precision
- classification method
- active learning
- high accuracy
- learning algorithm
- classification accuracy
- learning mechanism
- learning scheme
- segmentation method
- learning systems
- clustering method
- support vector machine
- computational cost
- multi agent
- objective function
- similarity measure
- supervised learning
- probabilistic model
- edge detection
- detection method
- cost function
- significant improvement
- preprocessing
- computational complexity
- long run