Search Results for author:
Found 4 papers, 1 papers with code
Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization
With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest competitive advantages.
Stock Trading Optimization through Model-based Reinforcement Learning with Resistance Support Relative Strength
Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems.
Cross-Language Binary-Source Code Matching with Intermediate Representations
Binary-source code matching plays an important role in many security and software engineering related tasks such as malware detection, reverse engineering and vulnerability assessment.
A new hierarchical method for inter-patient heartbeat classification using random projections and RR intervals
This was done in order to improve the classification performance of these two classes of heartbeats by using different features and classification methods.
Ranked #2 on
Heartbeat Classification
on MIT-BIH AR
