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Found 4 papers, 1 papers with code
A Graph Attention Learning Approach to Antenna Tilt Optimization
GAQ relies on a graph attention mechanism to select relevant neighbors information, improve the agent state representation, and update the tilt control policy based on a history of observations using a Deep Q-Network (DQN).
DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis
Modern machine learning models (such as deep neural networks and boosting decision tree models) have become increasingly popular in financial market prediction, due to their superior capacity to extract complex non-linear patterns.
AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment
The multi-factor model is a widely used model in quantitative investment.
SVM via Saddle Point Optimization: New Bounds and Distributed Algorithms
Our algorithms achieve $(1-\epsilon)$-approximations with running time $\tilde{O}(nd+n\sqrt{d / \epsilon})$ for both variants, where $n$ is the number of points and $d$ is the dimensionality.
