Risk-averse reinforcement learning for algorithmic trading
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سال
: 2014شناسه الکترونیک: 10.1109/WAC.2014.6936098
کلیدواژه(گان): Kalman filters,diseases,field programmable gate arrays,neural nets,nonlinear filters,patient monitoring,recurrent neural nets,CGM device,EKF,FPGA neural identifier,RHONN,T1DM patients,continuous glucose monitoring device,discrete-time neural model,extended Kalman filter,field programmable gate array,insulin-glucose dynamics,neural model,nonlinear behavior,on-line neural identifier,recurrent high-order neural network,type 1 diabetes mellitus patients,Diabetes,Field programm
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Risk-averse reinforcement learning for algorithmic trading
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| contributor author | Yun Shen | |
| contributor author | Ruihong Huang | |
| contributor author | Chang Yan | |
| contributor author | Obermayer, K. | |
| date accessioned | 2020-03-12T21:05:14Z | |
| date available | 2020-03-12T21:05:14Z | |
| date issued | 2014 | |
| identifier other | 6924100.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/1036528 | |
| format | general | |
| language | English | |
| publisher | IEEE | |
| title | Risk-averse reinforcement learning for algorithmic trading | |
| type | Conference Paper | |
| contenttype | Metadata Only | |
| identifier padid | 8162738 | |
| subject keywords | Kalman filters | |
| subject keywords | diseases | |
| subject keywords | field programmable gate arrays | |
| subject keywords | neural nets | |
| subject keywords | nonlinear filters | |
| subject keywords | patient monitoring | |
| subject keywords | recurrent neural nets | |
| subject keywords | CGM device | |
| subject keywords | EKF | |
| subject keywords | FPGA neural identifier | |
| subject keywords | RHONN | |
| subject keywords | T1DM patients | |
| subject keywords | continuous glucose monitoring device | |
| subject keywords | discrete-time neural model | |
| subject keywords | extended Kalman filter | |
| subject keywords | field programmable gate array | |
| subject keywords | insulin-glucose dynamics | |
| subject keywords | neural model | |
| subject keywords | nonlinear behavior | |
| subject keywords | on-line neural identifier | |
| subject keywords | recurrent high-order neural network | |
| subject keywords | type 1 diabetes mellitus patients | |
| subject keywords | Diabetes | |
| subject keywords | Field programm | |
| identifier doi | 10.1109/WAC.2014.6936098 | |
| journal title | omputational Intelligence for Financial Engineering & Economics (CIFEr), 2104 IEEE Conferenc | |
| filesize | 297545 | |
| citations | 2 |