A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Improved DRQN-ARBR model for better stock trading performance.
We consider the problem of learning to play first-person shooter (FPS) video games using raw screen images as observations and keyboard inputs as actions. The high-dimensionality of the observations in this type of applications leads to prohibitive needs of training data for model-free methods, such as the deep Q-netwo…
Deep Recurrent Q-Network improves autonomous driving in urban areas with pedestrians.
Currently, many applications in Machine Learning are based on define new models to extract more information about data, In this case Deep Reinforcement Learning with the most common application in video games like Atari, Mario, and others causes an impact in how to computers can learning by himself with only informatio…
An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent. In this paper, we propose an Markov Decision Process (MDP) model suitable for the…