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Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets

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Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets

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Calabuig, JM.; Falciani, H.; Sánchez Pérez, EA. (2020). Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets. Neurocomputing. 398:172-184. https://doi.org/10.1016/j.neucom.2020.02.052

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Title: Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets
Author: Calabuig, J. M. Falciani, H. Sánchez Pérez, Enrique Alfonso
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Embargo end date: 2022-07-20
Abstract:
[EN] We consider a quasi-metric topological structure for the construction of a new reinforcement learning model in the framework of financial markets. It is based on a Lipschitz type extension of reward functions defined ...[+]
Subjects: Pseudo-metric , Reinforcement learning , Lipschitz extension , Mathematical economics , Financial market , Model
Copyrigths: Embargado
Source:
Neurocomputing. (issn: 0925-2312 )
DOI: 10.1016/j.neucom.2020.02.052
Publisher:
Elsevier
Publisher version: https://doi.org/10.1016/j.neucom.2020.02.052
Project ID:
info:eu-repo/grantAgreement/MINECO//MTM2016-77054-C2-1-P/ES/ANALISIS NO LINEAL, INTEGRACION VECTORIAL Y APLICACIONES EN CIENCIAS DE LA INFORMACION/
Thanks:
This work was supported by the Ministerio de Ciencia, Innovacion y Universidades, Agencial Estatal de Investigaciones and FEDER (Spain) (grant number MTM2016-77054-C2-1-P.)
Type: Artículo

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