Search Results for author: Evgeny Ponomarev

Found 4 papers, 2 papers with code

Using Reinforcement Learning in the Algorithmic Trading Problem

1 code implementation26 Feb 2020 Evgeny Ponomarev, Ivan Oseledets, Andrzej Cichocki

A system for trading the fixed volume of a financial instrument is proposed and experimentally tested; this is based on the asynchronous advantage actor-critic method with the use of several neural network architectures.

Algorithmic Trading reinforcement-learning +1

Reduced-Order Modeling of Deep Neural Networks

no code implementations15 Oct 2019 Julia Gusak, Talgat Daulbaev, Evgeny Ponomarev, Andrzej Cichocki, Ivan Oseledets

We introduce a new method for speeding up the inference of deep neural networks.

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