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pro vyhledávání: '"Wong, Sui Kai"'
Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast, model-based RL is able to capture some fundamental
Externí odkaz:
http://arxiv.org/abs/2104.10483
Can an agent efficiently learn to distinguish extremely similar financial models in an environment dominated by noise and regime changes? Standard statistical methods based on averaging or ranking models fail precisely because of regime changes and n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c1f62a03b21676409363cc77e021a253
https://hal.archives-ouvertes.fr/hal-03202431/document
https://hal.archives-ouvertes.fr/hal-03202431/document