no code implementations • 24 Feb 2022 • Gabriel Borrageiro
We create a ranking algorithm, the naive Bayes asset ranker.
no code implementations • 12 Jan 2022 • Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
We demonstrate a novel application of online transfer learning for a digital assets trading agent.
no code implementations • 10 Oct 2021 • Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
We explore online inductive transfer learning, with a feature representation transfer from a radial basis function network formed of Gaussian mixture model hidden processing units to a direct, recurrent reinforcement learning agent.
no code implementations • 15 Mar 2021 • Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
Financial time series are characterised by their nonstationarity and autocorrelation.