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04/19/2021
Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting
Model-Free Reinforcement Learning has achieved meaningful results in sta...
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09/30/2020
Bridging the gap between Markowitz planning and deep reinforcement learning
While researchers in the asset management industry have mostly focused o...
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09/07/2020
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning
Deep reinforcement learning (DRL) has reached super human levels in comp...
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05/14/2019
NGO-GM: Natural Gradient Optimization for Graphical Models
This paper deals with estimating model parameters in graphical models. W...
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04/02/2019
BCMA-ES II: revisiting Bayesian CMA-ES
This paper revisits the Bayesian CMA-ES and provides updates for normal ...
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04/02/2019
BCMA-ES: A Bayesian approach to CMA-ES
This paper introduces a novel theoretically sound approach for the celeb...
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12/09/2018
Trade Selection with Supervised Learning and OCA
In recent years, state-of-the-art methods for supervised learning have e...
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11/29/2018