يعرض 1 - 12 نتائج من 12 نتيجة بحث عن '"soft actor-critic algorithm"', وقت الاستعلام: 0.46s تنقيح النتائج
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    Academic Journal
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    Academic Journal
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    Academic Journal
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    Dissertation/ Thesis
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    المؤلفون: Carrera Escalé, Laura

    المساهمون: Martín Muñoz, Mario, Universitat Politècnica de Catalunya. Departament de Ciències de la Computació, Universitat de Barcelona, Universitat Rovira i Virgili

    المصدر: UPCommons. Portal del coneixement obert de la UPC
    Universitat Politècnica de Catalunya (UPC)

    وصف الملف: application/pdf

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    Dissertation/ Thesis

    المؤلفون: 王衍晰, Wang, Yen-Hsi

    المساهمون: 胡毓忠, Hu, Yuh-Jong

    وصف الملف: 2894751 bytes; application/pdf

    Relation: [1] T. M. Cover and E. Ordentlich, "Universal portfolios with side information," IEEE Transactions on Information Theory, vol. 42, no. 2, pp. 348-363, 1996.\n[2] S. Zhang, S. Wang, and X. Deng, "Portfolio selection theory with different interest rates for borrowing and leading," Journal of Global Optimization, vol. 28, no. 1, pp. 67-95, 2004.\n[3] B. Li and S. C. Hoi, "Online portfolio selection: A survey," ACM Computing Surveys (CSUR), vol. 46, no. 3, pp. 1-36, 2014.\n[4] F. D. Freitas, A. F. De Souza, and A. R. de Almeida, "Prediction-based portfolio optimization model using neural networks," Neurocomputing, vol. 72, no. 10-12, pp. 2155-2170, 2009.\n[5] S. T. A. Niaki and S. Hoseinzade, "Forecasting S&P 500 index using artificial neural networks and design of experiments," Journal of Industrial Engineering International, vol. 9, no. 1, p. 1, 2013.\n[6] J. Heaton, N. Polson, and J. H. Witte, "Deep learning for finance: deep portfolios," Applied Stochastic Models in Business and Industry, vol. 33, no. 1, pp. 3-12, 2017.\n[7] Z. Jiang, D. Xu, and J. Liang, "A deep reinforcement learning framework for the financial portfolio management problem," arXiv preprint arXiv:1706.10059, 2017.\n[8] T. Haarnoja, A. Zhou, P. Abbeel, and S. Levine, "Soft actor-critic: Off-policy maximum entropy deep reinforcement learning with a stochastic actor," arXiv preprint arXiv:1801.01290, 2018.\n[9] T. Haarnoja et al., "Soft actor-critic algorithms and applications," arXiv preprint arXiv:1812.05905, 2018.\n[10] H. Markowitz, "Portfolio Selection The Journal of Finance, Vol. 7, No. 1," ed: Mar, 1952.\n[11] A.-H. Chang and J.-D. Kung, "Applying Grey forecasting model on the investment performance of Markowitz efficiency frontier: A case of the Taiwan securities markets," in First International Conference on Innovative Computing, Information and Control-Volume I (ICICIC`06), 2006, vol. 2, pp. 254-257: IEEE.\n[12] C.-F. Lee, A. C. Lee, and J. Lee, "Overview of Finance Theory and Quantitative Finance: Past, Present, and Future," 臺灣金融財務季刊, vol. 10, no. 4, pp. 1-85, 2009.\n[13] A. Agarwal, E. Hazan, S. Kale, and R. E. Schapire, "Algorithms for portfolio management based on the newton method," in Proceedings of the 23rd international conference on Machine learning, 2006, pp. 9-16.\n[14] Z. Jiang and J. Liang, "Cryptocurrency portfolio management with deep reinforcement learning," in 2017 Intelligent Systems Conference (IntelliSys), 2017, pp. 905-913: IEEE.\n[15] L. P. Kaelbling, M. L. Littman, and A. W. Moore, "Reinforcement learning: A survey," Journal of artificial intelligence research, vol. 4, pp. 237-285, 1996.\n[16] G. Tesauro, "TD-Gammon, a self-teaching backgammon program, achieves master-level play," Neural computation, vol. 6, no. 2, pp. 215-219, 1994.\n[17] M. I. Shapiai, Z. Ibrahim, M. Khalid, L. W. Jau, and V. Pavlovich, "A non-linear function approximation from small samples based on Nadaraya-Watson kernel regression," in 2010 2nd International Conference on Computational Intelligence, Communication Systems and Networks, 2010, pp. 28-32: IEEE.\n[18] T.-I. Tsai and D.-C. Li, "Approximate modeling for high order non-linear functions using small sample sets," Expert Systems with Applications, vol. 34, no. 1, pp. 564-569, 2008.\n[19] V. Mnih et al., "Playing atari with deep reinforcement learning," arXiv preprint arXiv:1312.5602, 2013.\n[20] T. P. Lillicrap et al., "Continuous control with deep reinforcement learning," arXiv preprint arXiv:1509.02971, 2015.\n[21] M. E. Mangram, "A simplified perspective of the Markowitz portfolio theory," Global journal of business research, vol. 7, no. 1, pp. 59-70, 2013.\n[22] Y. Deng, F. Bao, Y. Kong, Z. Ren, and Q. Dai, "Deep direct reinforcement learning for financial signal representation and trading," IEEE transactions on neural networks and learning systems, vol. 28, no. 3, pp. 653-664, 2016.\n[23] P. Nechchi, "Reinforcement Learning for Automated Trading," Mathematical EngineeringPolitecnico di Milano: Milano, Italy, 2016.\n[24] X. Li, Y. Li, Y. Zhan, and X.-Y. Liu, "Optimistic bull or pessimistic bear: adaptive deep reinforcement learning for stock portfolio allocation," arXiv preprint arXiv:1907.01503, 2019.\n[25] T. Haarnoja, S. Ha, A. Zhou, J. Tan, G. Tucker, and S. Levine, "Learning to walk via deep reinforcement learning," arXiv preprint arXiv:1812.11103, 2018.\n[26] Free Stock Charts, Stock Quotes, and Trade Ideas ─ TradingView (https://www.tradingview.com); G0104971008; https://nccur.lib.nccu.edu.tw//handle/140.119/131935; https://nccur.lib.nccu.edu.tw/bitstream/140.119/131935/1/100801.pdf

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